Department of Mathematics and Statistics, University of Calgary, Calgary, Canada
Department of Mathematics and Statistics, University of Calgary, Calgary, Canada
CTS Forex, Calgary, Canada
Copyright © 2014 Anatoliy Swishchuk, Maksym Tertychnyi, Winsor Hoang et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Swishchuk, A. , Tertychnyi, M. and Hoang, W. (2014) Currency Derivatives Pricing for Markov-Modulated Merton Jump-Diffusion Spot Forex Rate.
Journal of Mathematical Finance,
4, 265-278. doi:
10.4236/jmf.2014.44024.