Markov-modulated jump–diffusions for currency option pricing
| Year of publication: |
2010
|
|---|---|
| Authors: | Bo, Lijun ; Wang, Yongjin ; Yang, Xuewei |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 46.2010, 3, p. 461-470
|