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subject:"Stochastic process"
~isPartOf:"Applied mathematical finance"
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Stochastic process
Option pricing theory
Currency option
4
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Optionspreistheorie
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Stochastischer Prozess
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Applied mathematical finance
The journal of futures markets
10
Working paper series / Centre for Practical Quantitative Finance
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
International journal of theoretical and applied finance
5
Journal of international money and finance
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Journal of financial economics
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Review of derivatives research
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Economic modelling
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International journal of economics and finance
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Journal of banking & finance
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Working paper / National Bureau of Economic Research, Inc.
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Asia-Pacific financial markets
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Australasian accounting business and finance journal : AABF
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Federal Reserve Bank of Cleveland working paper series
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Finance research letters
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International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
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Kieler Arbeitspapiere
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NBER working paper series
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The Kyoto economic review
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of finance : the journal of the American Finance Association
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Wiley finance series
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Wiley series in financial engineering
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Working papers / Rutgers University, Department of Economics
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Advances in futures and options research : a research annual
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Annals of finance
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Applied financial economics
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Applied quantitative finance
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Asia-Pacific journal of financial studies
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Bundesbank Series 1 Discussion Paper
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Semi-analytical pricing of currency options in the Heston/CIR jump-diffusion hybrid model
Ahlip, Rehez
;
Rutkowski, Marek
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010505183
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2
Rare shock, two-factor stochastic volatility and currency option pricing
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Saved in:
3
Pricing American currency options in an exponential Lévy model
Chesney, Marc
;
Jeanblanc, Monique
- In:
Applied mathematical finance
11
(
2004
)
3
,
pp. 207-225
Persistent link: https://www.econbiz.de/10002243475
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