| 标题 |
Pricing vulnerable options under a Markov modulated jump-diffusion model with stochastic volatility and stochastic jump intensity |
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| DOI | |
| 其它 |
期刊:Communications in Statistics - Theory and Methods 作者:Qing Jiang; Jieming Zhou; Zhongbao Zhou; Shengjie Yue 出版日期:2026-05-13 |
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(2025-6-4)