Pages that link to "Item:Q2296466"
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The following pages link to Pricing of European currency options with uncertain exchange rate and stochastic interest rates (Q2296466):
Displaying 19 items.
- A study of Greek letters of currency option under uncertainty environments (Q984220) (← links)
- Currency option pricing with mean reversion and uncovered interest parity: a revision of the Garman-Kohlhagen model (Q1278069) (← links)
- A currency exchange rate model with jumps in uncertain environment (Q1701985) (← links)
- An uncertain currency model with floating interest rates (Q1703677) (← links)
- Currency option pricing with Wishart process (Q1758411) (← links)
- Interest-rate products pricing problems with uncertain jump processes (Q2045339) (← links)
- Pricing of European call option under fuzzy interest rate (Q2097490) (← links)
- European barrier option pricing formulas of uncertain currency model (Q2100220) (← links)
- On Parisian option pricing for uncertain currency model (Q2129431) (← links)
- European option pricing under multifactor uncertain volatility model (Q2153662) (← links)
- Quasi-closed-form solution and numerical method for currency option with uncertain volatility model (Q2156574) (← links)
- An uncertain exponential Ornstein-Uhlenbeck interest rate model with uncertain CIR volatility (Q2196453) (← links)
- A mean-reverting currency model with floating interest rates in uncertain environment (Q2315616) (← links)
- A mean-reverting currency model in an uncertain environment (Q2403446) (← links)
- Vulnerable European call option pricing based on uncertain fractional differential equation (Q2699270) (← links)
- The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach<sup>1</sup> (Q4372010) (← links)
- Eurodollar futures pricing in log-normal interest rate models in discrete time (Q4585685) (← links)
- Heterogeneous expectations, currency options and the euro/dollar (Q4646778) (← links)
- AN ANALYTICAL APPROXIMATION FOR EUROPEAN OPTION PRICES UNDER STOCHASTIC INTEREST RATES (Q5265241) (← links)
