Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models (Q2979963)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models |
scientific article |
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Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models (English)
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27 April 2017
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European currency options
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jump-diffusion processes
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minimal martingale measure
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pricing and hedging strategy
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regime switching
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spot foreign exchange rate
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