Option pricing under a new interest rate model when the underlying asset obeys jumpdiffusion process
XU Cong-cong1, LIU Xin-ping2
1. Shijiazhuang Institute of Railway Techology, Shijiazhuang 050041,Hebei, China;
2. College of Mathematics and Information Science, Shaanxi Normal University, Xi’an 710062, Shaanxi, China
XU Cong-cong1, LIU Xin-ping2. Option pricing under a new interest rate model when the underlying asset obeys jumpdiffusion process[J].J4, 2011, 46(7): 96-100.
