The pricing of foreign currency options under jump-diffusion processes
| Year of publication: |
2007
|
|---|---|
| Authors: | Ahn, Chang Mo ; Cho, D.Chinhyung ; Park, Keehwan |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 27.2007, 7, p. 669-696
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