中国矿业大学主页平台系统 niuhuawei--Home-- Equilibrium valuation of currency options under a discontinuous model with co-jumps

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Supervisor of Doctorate Candidates

Supervisor of Master's Candidates

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School/Department:经济管理学院

Business Address:经管学院A504

Gender:Male

Contact Information:niuhuawei@cumt.edu.cn

Degree:Doctor

Alma Mater:南京大学

Discipline:Finance

Current position: Home > Scientific Research > Paper Publications

Equilibrium valuation of currency options under a discontinuous model with co-jumps

Release time:2023-08-25 Hits:

DOI number:doi:10.1017/S0269964819000500

Affiliation of Author(s):经济管理学院

Funded by:国家自然科学基金项目

First Author:邢钰

Co-author:Yuhua XU,niuhuawei

Indexed by:Journal paper

Document Code:5b5bb2947da3abfc017da78f375107a4

Volume:35，432-450

ISSN No.:0269-9648

Translation or Not:no

Date of Publication:2021-06-18