@article{MAKHILLJET20126428552,
    title = {Pricing European Currency Options in a Fractional Brownian Motion with Jumps},
    journal = {Journal of Economics Theory},
    volume = {6},
    number = {4},
    pages = {128-131},
    year = {2012},
    issn = {1994-8212},
    doi = {jeth.2012.128.131},
    url = {https://makhillpublications.co/view-article.php?issn=1994-8212&doi=jeth.2012.128.131},
    author = {Zheng and},
    keywords = {Actuarial approach,fractional Brownian motion,jump-diffusion process,foreign currency option,China},
    abstract = {Assuming that the interest is given, the principle of fair insurance premium-actuarial approach is used to deal with pricing formula of option on foreign currency option under the assumption that foreign currency option price process in a fractional Brownian motion with jumps and the pricing formulas of European foreign currency option are obtained. It has certain reference significance to avoiding foreign exchange risk.}
    }