使用跳跃扩散模型的咖啡价格期权定价
Tesfahun BERHANE, Molalign ADAM, Guriju AWGICHEW, Eshetu HAILE
Option Pricing for Coffee Price Using Jump Diffusion Models
Tesfahun BERHANE, Molalign ADAM, Guriju AWGICHEW, Eshetu HAILE
资源与生态学报
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2020, (1): 111
-120
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DOI: 10.5814/j.issn.1674-764x.2020.01.011