Author:
Lian Yu-Min,Chen Jun-Home
Funder
Ministry of Science and Technology, Taiwan
Reference22 articles.
1. The pricing of foreign currency options under jump-diffusion processes;Ahn;Journal of Futures Markets,2007
2. Pricing foreign currency options under stochastic interest rates;Amin;Journal of International Money and Finance,1991
3. Jumps and stochastic volatility: exchange rate processes implicit in Deutsche mark options;Bates;Rev. Financial Studies,1996
4. The valuation of currency options;Biger;Financial Manag.,1983
5. Markov-modulated jump-diffusions for currency option pricing;Bo;Insurance: Mathematics and Economics,2010
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献