Open AccessPricing Quanto Options in a Jump-Diffusion Model with Stochastic Domestic and Foreign Interest Rates
Author(s) -
奕虹 马
Publication year - 2013
Publication title -
ying yong shu xue jin zhan
Language(s) - English
Resource type - Journals
eISSN - 2324-7991
pISSN - 2324-8009
DOI - 10.12677/aam.2013.21001
Subject(s) - jump diffusion , jump , diffusion , interest rate , econometrics , economics , financial economics , mathematics , monetary economics , thermodynamics , physics , quantum mechanics