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Discrete Dynamics in Nature and Society
Volume 2018, Article ID 8545841, 15 pages
https://doi.org/10.1155/2018/8545841
Research Article

Pricing Vulnerable Options with Market Prices of Common Jump Risks under Regime-Switching Models

1School of Mathematics, China University of Mining and Technology, Xuzhou, China
2School of Management Science and Engineering, Nanjing University of Finance and Economics, Nanjing, China
3School of Finance and Center for Financial Engineering, Nanjing Audit University, Nanjing, China

Correspondence should be addressed to Miao Han; moc.621@oaimnahkcul

Received 2 September 2017; Accepted 14 December 2017; Published 21 January 2018

Academic Editor: Paolo Renna

Copyright © 2018 Miao Han 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

Miao Han, Xuefeng Song, Huawei Niu, and Shengwu Zhou, “Pricing Vulnerable Options with Market Prices of Common Jump Risks under Regime-Switching Models,” Discrete Dynamics in Nature and Society, vol. 2018, Article ID 8545841, 15 pages, 2018. https://doi.org/10.1155/2018/8545841.