Pricing multiasset cross-currency options
Kenichiro Shiraya and Akihiko Takahashi
| Year of publication: |
2014
|
|---|---|
| Authors: | Shiraya, Kenichiro ; Takahashi, Akihiko |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 34.2014, 1, p. 1-19
|
| Subject: | Devisenoption | Currency option | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastische Volatilität | Stochastic volatility |
| 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://www.econbiz.de/10010254960