中国矿业大学主页平台系统 niuhuawei--Home-- EQUILIBRIUM VALUATION OF CURRENCY OPTIONS WITH STOCHASTIC VOLATILITY AND SYSTEMIC 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 WITH STOCHASTIC VOLATILITY AND SYSTEMIC CO-JUMPS

Release time:2023-08-25 Hits:

DOI number:10.3934/jimo.2022022

Affiliation of Author(s):经济管理学院

Funded by:国家自然科学基金项目

First Author:Xing, Yu

Co-author:Wang, Wei,Su, Xiaonan,niuhuawei

Indexed by:Journal paper

Document Code:5b5bb2948454d60701845af610e10af8

Volume:wu

ISSN No.:1547-5816

Translation or Not:no

CN No.:无

Date of Publication:2022-02-01