The pricing of foreign currency options under jump-diffusion processes
Chang Mo Ahn; D. Chinhyung Cho; Keehwan Park
| Year of publication: |
2007
|
|---|---|
| Authors: | Ahn, Chang-mo ; Cho, D. C. ; Park, Keehwan |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 7, p. 669-695
|
| Subject: | Währungsderivat | Currency derivative | Stochastischer Prozess | Stochastic process | Allgemeines Gleichgewicht | General equilibrium | Zins | Interest rate | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003493149