Valuation and Hedging Strategy of Currency Options under Regime-Switching Jump-Diffusion Model

Shou-ting CHEN, Xun-di DIAO, Ai-lin ZHU

Acta Mathematicae Applicatae Sinica(English Series) ›› 2017, Vol. 33 ›› Issue (4) : 871-892.

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Acta Mathematicae Applicatae Sinica(English Series) ›› 2017, Vol. 33 ›› Issue (4) : 871-892. DOI: 10.1007/s10255-017-0704-z
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Valuation and Hedging Strategy of Currency Options under Regime-Switching Jump-Diffusion Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2017, 33(4): 871-892 https://doi.org/10.1007/s10255-017-0704-z

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