Foreign-Domestic Symmetry Formula of FX Options in Stochastic Volatility Jump-Diffusion Model

BAO Qunfang, HUANG Wenli, LI Shenghong

Acta Mathematicae Applicatae Sinica ›› 2013, Vol. 36 ›› Issue (4) : 748-760.

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中国科学院数学与系统科学研究院期刊网
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Acta Mathematicae Applicatae Sinica ›› 2013, Vol. 36 ›› Issue (4) : 748-760. DOI: 10.12387/C2013067

Foreign-Domestic Symmetry Formula of FX Options in Stochastic Volatility Jump-Diffusion Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2013, 36(4): 748-760 https://doi.org/10.12387/C2013067

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