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Local volatility pricing models for long-dated FX derivatives
Deelstra, Griselda
;
Rayée, Grégory
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 380-402
Persistent link: https://www.econbiz.de/10010187656
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A note on the a-quantile option
Ballotta, Laura
;
Kyprianou, Andreas E.
- In:
Applied mathematical finance
8
(
2001
)
3
,
pp. 137-144
Persistent link: https://www.econbiz.de/10008216583
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