Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates
Year of publication: |
2007
|
---|---|
Authors: | Guo, Jia-hau ; Hung, Mao-Wei |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 9, p. 867-891
|
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
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