Bo, L.
Exponential change of measure applied to term structures of interest rates and exchange rates
- Bo, L.
- En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 01/09/2011 Tomo 49 Número 2 - 2011
- Artigos e Capítulos
Markov-modulated jump-diffusions for currency option pricing
- Bo, L.
- En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - Tomo 46 Número 3 - June 2010
- Artigos e Capítulos