Pages that link to "Item:Q2266898"

The following pages link to Computational aspects of pricing foreign exchange options with stochastic volatility and stochastic interest rates (Q2266898):

Displaying 5 items.

• A Gaussian approximation scheme for computation of option prices in stochastic volatility models (Q295695) (← links)
• The valuation of foreign currency options under stochastic interest rates (Q597318) (← links)
• On computing the price of financial instruments in foreign currency (Q1796242) (← links)
• An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates (Q2471737) (← links)
• Quanto option pricing with a jump diffusion process (Q5082959) (← links)