Pricing of European options in double Lévy jump-diffusion models

Pricing of European options in double Lévy jump-diffusion models

NAN JiaXin, WANG Li

Journal of Beijing University of Chemical Technology ›› 2021, Vol. 48 ›› Issue (6) : 118-122.

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Journal of Beijing University of Chemical Technology ›› 2021, Vol. 48 ›› Issue (6) : 118-122. DOI: 10.13543/j.bhxbzr.2021.06.015

Management and Mathematics

Pricing of European options in double Lévy jump-diffusion models

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2021, 48(6): 118-122 https://doi.org/10.13543/j.bhxbzr.2021.06.015

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