Numerical Estimation for Jump-Diffusion Mondels
碩士 === 國立中正大學 === 數學研究所 === 94 === Use numerical technique to estimate the errors of Merton's and Kou's jump diffusion mondels partial sum.
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/25716728520413585260 |