@article{XU Cong-cong1:96, author = {XU Cong-cong1, LIU Xin-ping2}, title = {Option pricing under a new interest rate model when the underlying asset obeys jumpdiffusion process}, publisher = {JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE)}, year = {2011}, journal = {JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE)}, volume = {46}, number = {7}, eid = {96}, numpages = {4}, pages = {96}, keywords = {

 stochastic interest rate; jumpdiffusion process; martingale method

}, url = {http://lxbwk.njournal.sdu.edu.cn/EN/abstract/article_2148.shtml}, doi = {} }