Foreign exchange options under stochastic volatility and stochastic interest rates
Rehez Ahlip
| Year of publication: |
2008
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|---|---|
| Authors: | Ahlip, Rehez |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 11.2008, 3, p. 277-294
|
| Subject: | Währungsderivat | Currency derivative | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003733145