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subject:"Stochastic process"
~person:"Chen, Jun-Home"
~person:"Choi, Youngna"
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Stochastic process
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Chen, Jun-Home
Choi, Youngna
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On hedge parameters of currency options
Choi, Youngna
;
Yoon, Yeomin
- In:
International journal of business
27
(
2022
)
1
,
pp. 42-59
Persistent link: https://www.econbiz.de/10013183759
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2
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
Finance research letters
16
(
2016
),
pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
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