Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity
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Publication:5079464
DOI10.1080/03610926.2019.1646763OpenAlexW2964568959MaRDI QIDQ5079464
Yu Xing, Xiao-Ping Yang, Ding Cheng Wang
Publication date: 27 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1646763
partial integro-differential equationequilibrium pricingforeign exchange optionstochastic jump intensity
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