Subject
Economics and Econometrics,Finance
Reference16 articles.
1. Mixed diffusion-jump process modeling of exchange rate movements;Akgiray;The Review of Economics and Statistics,1988
2. Bardhan, I. and X. Chao, ‘Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty,’ to appear in 1995 Journal of Economics Dynamics and Control.
3. Pricing options on securities with discontinuous returns;Bardhan;Stochastic Processes and Applications,1993
4. The pricing of commodity contracts;Black;Journal of Financial Economics,1976
5. Universal hedging: optimizing currency risk and reward in international equity portfolios;Black;Financial Analysts Journal,1989
Cited by
5 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