Correlation Options Pricing with Exchange Rate Risk under Regime-Switching Jump-Diffusion Models#br#
SONG Zihao, HAN Miao
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS . 2023, (4): 547 -560 .  DOI: 10.3969/j.issn.1001-4268.2023.04.006

Copyright © CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
Tel: 021-54345267　Fax: 021-54345058　E-mail: aps@stat.ecnu.edu.cn
Powered by Beijing Magtech Co. Ltd.