Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates. - MaRDI portal

Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates.

From MaRDI portal

Publication:6541106

Jump to:navigation, search

DOI10.1080/03610926.2023.2279921MaRDI QIDQ6541106

Wujun Lv, Pingping Jiang

Publication date: 17 May 2024

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

This page was built for publication: Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates.

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6541106&oldid=40064299"