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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
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| Article title | Analytical Valuation of Turbo Warrants under Double Exponential Jump Diffusion
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| Author | Wong, H.Y. Lau, K.Y.
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| Journal title | JOURNAL OF DERIVATIVES
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| Bibliographic | 2008, VOL 15; NUMB 4, pages 61-73 |