Equilibrium valuation of currency options under a jump-diffusion model with stochastic volatility.

Yu Xing Xiaoping Yang

Published in: J. Comput. Appl. Math. (2015)

Keyphrases

diffusion model
diffusion models
information diffusion
anisotropic diffusion
diffusion process
influence maximization
game theory
stock market
markov chain
stock price
diffusion tensor
information systems
image processing
exchange rate