[IEEE 2012 International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII) - Sanya, China (2012.10.20-2012.10.21)] 2012 International Conference on Information Management, Innovation Management and Industrial Engineering - Pricing options in a mixed fractional double exponential jump-diffusion model with stochastic volatility and interest rates
Jin Hua,, Liu Shancun,, Song Dianyu,Year:
2012
Language:
english
DOI:
10.1109/iciii.2012.6339904
File:
PDF, 613 KB
english, 2012