The following pages link to (Q6168686):
Displaying 6 items.
- Pricing foreign equity option with stochastic volatility (Q1618699) (← links)
- Pricing currency option based on the extension principle and defuzzification via weighting parameter identification (Q2375610) (← links)
- CURRENCY-TRANSLATED FOREIGN EQUITY OPTIONS WITH PATH DEPENDENT FEATURES AND THEIR MULTI-ASSET EXTENSIONS (Q3523556) (← links)
- Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity (Q5079464) (← links)
- (Q5455634) (← links)
- XVA in a multi-currency setting with stochastic foreign exchange rates (Q6102925) (← links)
