Markov-Modulated Jump-Diffusions for Currency Option Pricing

By Lijun Bo, Yongjin Wang, Xuewei Yang. 2010

72 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d9fce05483fb01262c6d98755ee368176b1512da