Pages that link to "Item:Q2469444"
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The following pages link to Integro-differential equations for foreign currency option prices in exponential Lévy models (Q2469444):
Displaying 7 items.
- On exact pricing of FX options in multivariate time-changed Lévy models (Q345721) (← links)
- Valuing foreign exchange rate derivatives with a bounded exchange process (Q375253) (← 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)
- Integro-differential equations for option prices in exponential Lévy models (Q2488481) (← links)
- Pricing currency derivatives with Markov-modulated Lévy dynamics (Q2513442) (← links)
- A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160) (← links)
