题目:Turbo Warrants Under Stochastic Volatility
作者:Hoi Ying Wong Chun Man Chan
来源:Quantitative Finance, Vol. 8, No. 7, pp. 739-751, 2008
2
| Article title | Analytical Valuation of Turbo Warrants under Double Exponential Jump Diffusion | ||
| Author | Wong, H.Y. Lau, K.Y. | ||
| Journal title | JOURNAL OF DERIVATIVES | ||
| Bibliographic | 2008, VOL 15; NUMB 4, pages 61-73 | ||


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