An efficient method for pricing foreign currency options
Rongda Chen, Hanxian Zhou, Lean Yu, Chenglu Jin, Shuonan Zhang
| Year of publication: |
2021
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|---|---|
| Authors: | Chen, Rongda ; Zhou, Hanxian ; Yu, Lean ; Zhang, Shuonan |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 74.2021, p. 1-10
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| Subject: | Foreign currency option | Option pricing model | Heavy-tailed distribution | Student-t distribution | Optionspreistheorie | Option pricing theory | Währungsderivat | Currency derivative | Devisenoption | Currency option | CAPM | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2021.101295 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012803673