Journal of Mathematical Finance
Vol.8 No.1(2018), Paper ID 82776, 17 pages
DOI:10.4236/jmf.2018.81013
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes
Raj Jagannathan
Department of Management Sciences, Tippie College of Business, The University of Iowa, Iowa City, USA
Copyright © 2018 Raj Jagannathan 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
Download citation as EndNote
Copyright © 2024 by authors and Scientific Research Publishing Inc.
This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.