Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy
Crossref DOI link: https://doi.org/10.1007/s11156-014-0478-9
Published Online: 2014-09-10
Published Print: 2016-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chiang, Mi-Hsiu
Li, Chang-Yi
Chen, Son-Nan
Text and Data Mining valid from 2014-09-10