Pricing foreign exchange option under jump-diffusion

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Bibliographic Details
Date:2015
Main Authors: E. N. Derieva, A. P. Knopov
Format: Article
Language:English
Published: 2015
Series:Teoriia optymalnykh rishen
Online Access:http://jnas.nbuv.gov.ua/article/UJRN-0000475023
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Journal Title:Library portal of National Academy of Sciences of Ukraine | LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS
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spelling open-sciencenbuvgovua-614692024-04-16T12:56:03Z Pricing foreign exchange option under jump-diffusion E. N. Derieva A. P. Knopov 2616-5619 2015 en Teoriia optymalnykh rishen http://jnas.nbuv.gov.ua/article/UJRN-0000475023 Article
institution Library portal of National Academy of Sciences of Ukraine | LibNAS
collection Open-Science
language English
series Teoriia optymalnykh rishen
spellingShingle Teoriia optymalnykh rishen
E. N. Derieva
A. P. Knopov
Pricing foreign exchange option under jump-diffusion
format Article
author E. N. Derieva
A. P. Knopov
author_facet E. N. Derieva
A. P. Knopov
author_sort E. N. Derieva
title Pricing foreign exchange option under jump-diffusion
title_short Pricing foreign exchange option under jump-diffusion
title_full Pricing foreign exchange option under jump-diffusion
title_fullStr Pricing foreign exchange option under jump-diffusion
title_full_unstemmed Pricing foreign exchange option under jump-diffusion
title_sort pricing foreign exchange option under jump-diffusion
publishDate 2015
url http://jnas.nbuv.gov.ua/article/UJRN-0000475023
work_keys_str_mv AT enderieva pricingforeignexchangeoptionunderjumpdiffusion
AT apknopov pricingforeignexchangeoptionunderjumpdiffusion
first_indexed 2025-07-18T02:23:38Z
last_indexed 2025-07-18T02:23:38Z
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