Year | 2007 |
---|---|
Authors | Jia-hau Guo ,Jia-Hau Guo, Mao-Wei Hung |
Paper Title | Pricing American Options on Foreign Currency with Stochastic Volatility, Jumps, and Stochastic Interest Rates |
Journal Title | Journal of Futures Markets |
Vol.No | 27 |
Issue.No | 9 |
Page(s) | 867-891 |
Level Type | SSCI |
Total Pages | 25 |