Option pricing with exchange rate risk under regime-switching multi-scale jump-diffusion models (Q6541088)
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scientific article; zbMATH DE number 7850686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with exchange rate risk under regime-switching multi-scale jump-diffusion models |
scientific article; zbMATH DE number 7850686 |
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Option pricing with exchange rate risk under regime-switching multi-scale jump-diffusion models (English)
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17 May 2024
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