MAP20090007253 Siu, T. K. Pricing currency options under two-factor Markov-modulated stochatic volatility models / T.K. Siu, H. Yang, J.W. Lau En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 27/12/2008 Tomo 43 Número 3 - 2008