Multi-regime foreign exchange rate model: calibration and pricing
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Publication:6129474
DOI10.1016/J.MATCOM.2024.01.008OpenAlexW4391116053WikidataQ129390366 ScholiaQ129390366MaRDI QIDQ6129474FDOQ6129474
Authors: Ziqing Zhang 
Publication date: 17 April 2024
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2024.01.008
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Game theory, economics, finance, and other social and behavioral sciences (91-XX) Operations research, mathematical programming (90-XX)
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