Pages that link to "Item:Q3067767"
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The following pages link to ASYMPTOTIC ANALYSIS FOR FOREIGN EXCHANGE DERIVATIVES WITH STOCHASTIC VOLATILITY (Q3067767):
Displaying 4 items.
- Valuing foreign exchange rate derivatives with a bounded exchange process (Q375253) (← links)
- SECOND-ORDER STOCHASTIC VOLATILITY ASYMPTOTICS AND THE PRICING OF FOREIGN EXCHANGE DERIVATIVES (Q3304210) (← links)
- Spectral Methods for Multiscale Stochastic Differential Equations (Q4636405) (← links)
- SENSITIVITIES AND HEDGING OF THE COLLATERAL CHOICE OPTION (Q5048585) (← links)