Funder
Science and Technology Development Fund, Macao S.A.R. (FDCT)
University of Macau
Subject
Computational Mathematics,Computational Theory and Mathematics,Modelling and Simulation
Reference38 articles.
1. Option Pricing: Mathematical Models and Computation;Wilmott,1993
2. The pricing of options and corporate liabilities;Black;J. Polit. Econ.,1973
3. Financial Modelling with Jump Processes, Vol. 2;Cont,2003
4. Option pricing when underlying stock returns are discontinuous;Merton;J. Finan. Econ.,1976
5. A jump diffusion model for option pricing;Kou;Manage. Sci.,2002
Cited by
13 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献