Study of a foreign investor's investment with fluctuations of exchange rate under jump-diffusion

FEI Wei-yin, HE Dan-dan, ZHANG Wei

Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (2) : 283-290.

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Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (2) : 283-290. DOI: 10.12011/1000-6788(2015)2-283

Study of a foreign investor's investment with fluctuations of exchange rate under jump-diffusion

  • FEI Wei-yin, HE Dan-dan, ZHANG Wei
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2015, 35(2): 283-290 https://doi.org/10.12011/1000-6788(2015)2-283

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