Pricing currency options in a fractional Brownian motion with jumps
Year of publication: |
2010
|
---|---|
Authors: | Xiao, Wei-lin ; Zhang, Wei-guo ; Zhang, Xi-li ; Wang, Ying-luo |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 27.2010, 5, p. 935-942
|
Subject: | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
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