A currency exchange rate model with jumps in uncertain environment
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Publication:1701985
DOI10.1007/s00500-016-2141-yzbMath1409.91236OpenAlexW2335711232MaRDI QIDQ1701985
Publication date: 27 February 2018
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-016-2141-y
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Derivative securities (option pricing, hedging, etc.) (91G20)
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