Markov Modulated Jump-diffusions for Currency Options when Regime Switching Risk is Priced

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1950038
Journal	international journal of financial engineering
Volume	6
Issue number	4
Publication status	Published - 2019

Cite this

@article{38ff81244ee74b8db8b9b5df38a1f803,

title = "Markov Modulated Jump-diffusions for Currency Options when Regime Switching Risk is Priced",

author = "David Liu",

year = "2019",

language = "English",

volume = "6",

pages = "1950038",

journal = "international journal of financial engineering",

issn = "2424-7944",

publisher = "World Scientific Publishing Co.",

number = "4",

}