A Unified Approach to Bermudan and Barrier Options Under Stochastic Volatility Models with Jumps
A Unified Approach to Bermudan and Barrier Options Under Stochastic Volatility Models with Jumps
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DOI：
10.1016/j.jedc.2017.05.001
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发表时间：
2017-07
期刊：
影响因子：
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通讯作者：
J. Kirkby;D. Nguyen;Zhenyu Cui
中科院分区：
文献类型：
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作者：
J. Kirkby;D. Nguyen;Zhenyu Cui
