Pages that link to "Item:Q1278069"
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The following pages link to Currency option pricing with mean reversion and uncovered interest parity: a revision of the Garman-Kohlhagen model (Q1278069):
Displaying 14 items.
- Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility (Q433133) (← links)
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility (Q902968) (← links)
- Option pricing with mean reversion and stochastic volatility (Q1011280) (← links)
- Arbitrage-free option prices on global markets (Q1037009) (← links)
- Locally complete markets, exchange rates and currency options (Q1418774) (← links)
- Violation of interest-rate parity: a Polish example (Q1577096) (← links)
- Pricing currency options in the mixed fractional Brownian motion (Q1673068) (← links)
- Pricing currency option in a mixed fractional Brownian motion with jumps environment (Q1719257) (← links)
- Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option (Q1721889) (← links)
- CDS pricing with fractional Hawkes processes (Q2060433) (← links)
- Quasi-closed-form solution and numerical method for currency option with uncertain volatility model (Q2156574) (← links)
- Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804) (← links)
- Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs (Q5193257) (← links)
