Pages that link to "Item:Q597318"
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The following pages link to The valuation of foreign currency options under stochastic interest rates (Q597318):
Displaying 15 items.
- Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630) (← links)
- Valuing foreign exchange rate derivatives with a bounded exchange process (Q375253) (← links)
- Penalty methods for the numerical solution of American multi-asset option problems (Q952073) (← links)
- 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)
- Computational aspects of pricing foreign exchange options with stochastic volatility and stochastic interest rates (Q2266898) (← links)
- Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty (Q2465446) (← 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)
- (Q3119570) (← links)
- CURRENCY-TRANSLATED FOREIGN EQUITY OPTIONS WITH PATH DEPENDENT FEATURES AND THEIR MULTI-ASSET EXTENSIONS (Q3523556) (← links)
- Heterogeneous expectations, currency options and the euro/dollar (Q4646778) (← links)
- A computationally efficient numerical approach for multi-asset option pricing (Q5031852) (← links)
- (Q5858979) (← links)
- XVA in a multi-currency setting with stochastic foreign exchange rates (Q6102925) (← links)
- A new bivariate approach for modeling the interaction between stock volatility and interest rate: an application to S\&P500 returns and options (Q6556120) (← links)
