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	Pricing and hedging foreign equity options under Hawkes jump-diffusion processes
	Yong Ma; Dongtao Pan; Keshab Shrestha; Weidong Xu
刊名	Physica A: Statistical Mechanics and its Applications
	2019
页码	122645
关键词	Foreign equity options Clustered jumps Hawkes processes Fourier transform
ISSN号	0378-4371
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4748115
专题	湖南大学
作者单位	1.b School of Business, Monash University Malaysia, Bandar Sunway 47500, Malaysia a College of Finance and Statistics, Hunan University, Changsha 410006, PR China 2.School of Management, Zhejiang University, Hangzhou 310085, PR China
推荐引用方式 GB/T 7714	Yong Ma,Dongtao Pan,Keshab Shrestha,et al. Pricing and hedging foreign equity options under Hawkes jump-diffusion processes[J]. Physica A: Statistical Mechanics and its Applications,2019:122645.
APA	Yong Ma,Dongtao Pan,Keshab Shrestha,&Weidong Xu.(2019).Pricing and hedging foreign equity options under Hawkes jump-diffusion processes.Physica A: Statistical Mechanics and its Applications,122645.
MLA	Yong Ma,et al."Pricing and hedging foreign equity options under Hawkes jump-diffusion processes".Physica A: Statistical Mechanics and its Applications (2019):122645.

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