Department of Mathematics and Statistics, University of Ottawa, Ottawa, Canada
Enterprise Risk and Portfolio Management, Bank of Montreal, Toronto, Canada
Equity Derivative Structuring, CIBC World Market Inc., Toronto, Canada
Copyright © 2019 Kevin Z. Tong, Dongping Hou, Jianhua Guan 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
Tong, K. , Hou, D. and Guan, J. (2019) The Pricing of Dual-Expiry Exotics with Mean Reversion and Jumps.
Journal of Mathematical Finance,
9, 25-41. doi:
10.4236/jmf.2019.91003.