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The valuation of compound options on jump-diffusions with time-dependent parameters (EI收录)
Li, Ronghua[1,2]; Meng, Hongbing[2]; Dai, Yonghong[2]
会议名称2005 International Conference on Services Systems and Services Management, Proceedings of ICSSSM'05
会议日期June 13, 2005 - June 15, 2005
会议地点Chongquing, China
关键词Differential equations Diffusion Mathematical models Random processes
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内容类型会议论文
URI标识http://www.corc.org.cn/handle/1471x/2117195
专题华南理工大学
作者单位1.[1] Department of Applied Mathematics, Petroleum University, 257061, Dongying, China
2.[2] Faculty of Science, Xi'an Jiaotong University, 710049, Shaanxi, China
推荐引用方式
GB/T 7714
Li, Ronghua[1,2],Meng, Hongbing[2],Dai, Yonghong[2]. The valuation of compound options on jump-diffusions with time-dependent parameters (EI收录)[C]. 见:2005 International Conference on Services Systems and Services Management, Proceedings of ICSSSM'05. Chongquing, China. June 13, 2005 - June 15, 2005.
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