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~isPartOf:"Review of quantitative finance and accounting"
~person:"Li, Chang Qing"
~person:"Li, Chang-Yi"
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Currency option
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Devisenoption
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Double exponential jump diffusion
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Heath-Jarrow-Morton model
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Li, Chang Qing
Li, Chang-Yi
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Review of quantitative finance and accounting
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Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy
Chiang, Mi-Hsiu
;
Li, Chang-Yi
;
Chen, Son-nan
- In:
Review of quantitative finance and accounting
46
(
2016
)
3
,
pp. 459-482
Persistent link: https://www.econbiz.de/10011595469
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