Option pricing of underlying assets with jumps under a Cox-Ingersoll-Ross (CIR) interest rate environment

Qian LI, Li WANG

Journal of Beijing University of Chemical Technology ›› 2023, Vol. 50 ›› Issue (6) : 112-118.

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Journal of Beijing University of Chemical Technology ›› 2023, Vol. 50 ›› Issue (6) : 112-118. DOI: 10.13543/j.bhxbzr.2023.06.014
Management and Mathematics

Option pricing of underlying assets with jumps under a Cox-Ingersoll-Ross (CIR) interest rate environment

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2023, 50(6): 112-118 https://doi.org/10.13543/j.bhxbzr.2023.06.014

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