Actuarial Pricing to Compound Option Under Ornstein-Uhlenback Process

Lecture Notes in Electrical Engineering - Proceedings of the International Conference on Information Engineering and Applications (IEA) 2012 ◽

10.1007/978-1-4471-4853-1_73 ◽

2013 ◽

pp. 591-601

Author(s):

Congcong Xu ◽

Haiying Li

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