Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The European journal of finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A BSDE approach to fair bilate...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CIR model
1
Currency derivative
1
Currency option
1
Devisenoption
1
Exchange rate
1
Heston's model
1
Interest rate
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
Wechselkurs
1
Währungsderivat
1
Zins
1
affine models
1
foreign exchange options
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Ahlip, Rehez
1
Rutkowski, Marek
1
Published in...
All
The European journal of finance
Papers / arXiv.org
5,733
International journal of theoretical and applied finance
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Applied mathematical finance
8
International Journal of Theoretical and Applied Finance (IJTAF)
6
Finance and stochastics
5
Mathematical Finance
4
Applied Mathematical Finance
3
Quantitative Finance
3
Statistics & Probability Letters
3
Stochastic Processes and their Applications
3
Applications of mathematics : stochastic modeling and applied probality ; stochastic mechanics, random media, signal processing and image synthesis, mathematical economics, stochastic optimization and finance stochastic control
2
Discussion paper / B
2
European research studies
2
Finance and Stochastics
2
Quantitative finance
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Credit derivatives : the definitive guide
1
Discussion Paper Serie B
1
Discussion Papers
1
Dynamic games and applications : DGA
1
Financial engineering
1
Journal of Financial Regulation and Compliance
1
Journal of financial regulation and compliance : an international journal
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research letters
1
Paris Princeton lectures on mathematical finance
1
Risk : managing risk in the world's financial markets
1
Springer finance
1
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
1
Stochastic modelling and applied probability
1
Universität Bonn - Sonderforschungsbereich 303 - Publikationen
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing of foreign exchange options under the MPT stochastic volatility model and the CIR interest rates
Ahlip, Rehez
;
Rutkowski, Marek
- In:
The European journal of finance
22
(
2016
)
7/9
,
pp. 551-571
Persistent link: https://www.econbiz.de/10011619055
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
