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Foreign exchange derivative pricing with stochastic correlation
Nabirye, Topilista; Ngare, Philip; Mungatu, Joseph - In: Journal of mathematical finance 6 (2016) 5, pp. 887-899
Persistent link: https://www.econbiz.de/10011658109
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On the location of a free boundary for American options
Katende, Ronald; Seck, Diaraf; Ngare, Philip - In: Journal of mathematical finance 6 (2016) 5, pp. 930-943
Persistent link: https://www.econbiz.de/10011658116