Equilibrium valuation of currency options with stochastic volatility and systemic co-jumps
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Published:2023
Issue:3
Volume:19
Page:1869-1892
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ISSN:1547-5816
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Container-title:Journal of Industrial and Management Optimization
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language:
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Short-container-title:JIMO
Author:
Xing Yu, ,Wang Wei,Su Xiaonan,Niu Huawei, , ,
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management,Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management