中国科学技术大学薄立军--中文主页-- Markov-Modulated Jump–Diffusions for Currency Option Pricing, (with Y. Wang and X. Yang) Insurance: Mathematics and Economics, Vol. 46, No. 3, pp. 461-469, 2010

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Markov-Modulated Jump–Diffusions for Currency Option Pricing, (with Y. Wang and X. Yang) Insurance: Mathematics and Economics, Vol. 46, No. 3, pp. 461-469, 2010

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发布期刊链接：https://www.sciencedirect.com/science/article/pii/S0167668710000053

上一条： Some Integral Functionals of Reflected SDEs and Their Applications in Finance, (with Y. Wang and X. Yang) Quantitative Finance, Vol. 46, No. 3, pp. 461-469, 2010

下一条： An Optimal Portfolio Problem in a Defaultable Market, (with Y. Wang and X. Yang) Advances in Applied Probability, Vol. 42, No. 3, pp. 689-705, 2010