搜索结果: 1-1 共查到“货币银行学 models with jumps”相关记录1条 . 查询时间(0.078 秒)
Volatility derivatives in market models with jumps
Volatility derivatives market models with jumps
2010/11/1
It is well documented that a model for the underlying asset price process that seeks to capture the behaviour of the market prices of vanilla options needs to exhibit both diffusion and jump features....