Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1
Chinese Journal of Engineering Mathematics
Option Pricing Under Mixed Exponential Jump Diffusion Model Based on the FST Method
ZHANG Su-mei, ZHAO Jie-qiong
Chinese Journal of Engineering Mathematics . 2020, (2): 165 -176 .  DOI: 10.3969/j.issn.1005-3085.2020.02.004