Contingent claims on foreign assets following jump-diffusion processes
type: Item
instance of: scholarly article
title: Contingent claims on foreign assets following jump-diffusion processes
zbMATH Open document ID: 1059.91053
DOI: 10.1023/A:1022822004204
author: Spiros H. Martzoukos
published in: Review of Derivatives Research
publication date: 2004-01-14T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 2026736
zbMATH Keywords: Exchange rate risk
zbMATH Keywords: Markov-chain approximations
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 2026736