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~person:"Chiang, Mi-Hsiu"
~person:"Fang, Shyh-Rong"
~subject:"Statistische Verteilung"
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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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