原创力文档european option pricing for a stochastic volatility lévy model with stochastic interest rates欧式期权的定价征收随机波动模型与随机利率.pdfVIP
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european option pricing for a stochastic volatility lévy model with stochastic interest rates欧式期权的定价征收随机波动模型与随机利率
Journal of Mathematical Finance, 2011, 1, 98-108
doi:10.4236/jmf.2011.13013 Published Online November 2011 (http://www.SciRP.org/journal/jmf)
European Option Pricing for a Stochastic Volatility Lévy
Model with Stochastic Interest Rates
Sarisa Pinkham, Pairote Sattayatham
School of Mathematics, Institute of Science, Suranaree University of Technology, Nakhon Ratchasima, Thailand
E-mail : sarisa@math.sut.ac.th, pairote@sut.ac.th
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