{"title":"Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity","authors":"Pingtao Duan, Yuting Liu, Zhiming Ma","doi":"10.1007/s40304-022-00287-6","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":10575,"journal":{"name":"Communications in Mathematics and Statistics","volume":"2 1","pages":""},"PeriodicalIF":1.1000,"publicationDate":"2022-11-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Communications in Mathematics and Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s40304-022-00287-6","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
期刊介绍：
Communications in Mathematics and Statistics is an international journal published by Springer-Verlag in collaboration with the School of Mathematical Sciences, University of Science and Technology of China (USTC). The journal will be committed to publish high level original peer reviewed research papers in various areas of mathematical sciences, including pure mathematics, applied mathematics, computational mathematics, and probability and statistics. Typically one volume is published each year, and each volume consists of four issues.
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