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FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility
Zhong, Yinhui, Bao, Qunfang, Li, ShenghongVolume:
251
Language:
english
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2014.11.040
Date:
January, 2015
File:
PDF, 985 KB
english, 2015