Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility

Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility

Kang, J.
physica a: statistical mechanics and its applications 2019 Vol. 532 pp. 0-0
184
kang2019pricingphysica

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36623
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10.1016/j.physa.2019.121871
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