A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes
2019 ◽
Vol 97
(3)
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pp. 638-655
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1997 ◽
Vol 7
(4)
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pp. 379-394
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Keyword(s):
2013 ◽
Vol 219
(23)
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pp. 10928-10933
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2013 ◽
Vol 18
(7)
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pp. 1832-1839
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2017 ◽
Vol 53
(2)
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pp. 555-586
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2012 ◽
Vol 7
(20)
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pp. 359-369
Keyword(s):
2019 ◽
Vol 37
(1)
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pp. 283-292
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