【作者(必填)】Sung-Jin Yanga, ,
Min-Ku Leeb, , Jeong-Hoon Kima, ,

【文题(必填)】Pricing vulnerable options under a stochastic volatility model

【年份(必填)】Applied Mathematics Letters
Volume 34, August 2014, Pages 7–12


【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S089396591400072X