School of Economic Mathematics, Southwestern University of Finance and Economics, Chengdu, China
School of Economic Mathematics, Southwestern University of Finance and Economics, Chengdu, China
School of Economic Mathematics, Southwestern University of Finance and Economics, Chengdu, China
Copyright © 2014 Jin Li, Kaili Xiang, Chuanyi Luo et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Li, J. , Xiang, K. and Luo, C. (2014) Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate.
Applied Mathematics,
5, 2426-2441. doi:
10.4236/am.2014.516234.