Markov-Modulated Jump-Diffusions for Currency Option Pricing
Year of publication: |
[2011]
|
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Authors: | Yang, Xuewei |
Other Persons: | Wang, Yongjin (contributor) ; Bo, Lijun (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (17 p) |
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Type of publication: | Book / Working Paper |
Notes: | In: Insurance: Mathematics and Economics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 16, 2010 erstellt |
Classification: | C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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