Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (January, 10.1080/14697688.2019.1655785, 2019)

Cheang, GHL; Garces, LPDM

Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (January, 10.1080/14697688.2019.1655785, 2019)

Cheang, GHL Garces, LPDM

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Publisher:: ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
Publication Type:: Journal Article
Citation:: QUANTITATIVE FINANCE, 2020, 20, (2)
Issue Date:: 2020-02-01

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Field	Value	Language
dc.contributor.author	Cheang, GHL
dc.contributor.author	Garces, LPDM
dc.date.accessioned	2023-10-14T05:45:45Z
dc.date.available	2023-10-14T05:45:45Z
dc.date.issued	2020-02-01
dc.identifier.citation	QUANTITATIVE FINANCE, 2020, 20, (2)
dc.identifier.issn	1469-7688
dc.identifier.issn	1469-7696
dc.identifier.uri	http://hdl.handle.net/10453/172668
dc.language	English
dc.publisher	ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
dc.relation.ispartof	QUANTITATIVE FINANCE
dc.relation.isbasedon	10.1080/14697688.2019.1698847
dc.rights	info:eu-repo/semantics/closedAccess
dc.subject	01 Mathematical Sciences, 14 Economics, 15 Commerce, Management, Tourism and Services
dc.subject.classification	Finance
dc.subject.classification	35 Commerce, management, tourism and services
dc.subject.classification	38 Economics
dc.subject.classification	49 Mathematical sciences
dc.title	Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (January, 10.1080/14697688.2019.1655785, 2019)
dc.type	Journal Article
utslib.citation.volume	20
utslib.for	01 Mathematical Sciences
utslib.for	14 Economics
utslib.for	15 Commerce, Management, Tourism and Services
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
utslib.copyright.status	closed_access	*
dc.date.updated	2023-10-14T05:45:44Z
pubs.issue	2
pubs.publication-status	Published
pubs.volume	20
utslib.citation.issue	2

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http://hdl.handle.net/10453/172668