This paper modifies the finite mixture option pricing model of Ritchey by replacing his non-combining binomial probability tree with a finite Markov Chain.

  • 对Ritchey的通过以有限马尔可夫链替代其非组合二项式概率树的有限混合期权定价模型进行了修改。

  • 互联网摘选 2025-01-20 11:55:28

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