Pages that link to "Item:Q1849789"
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The following pages link to A multicurrency extension of the lognormal interest rate market models (Q1849789):
Displaying 19 items.
- Locally complete markets, exchange rates and currency options (Q1418774) (← links)
- A multivariate stochastic volatility model with applications in the foreign exchange market (Q1621630) (← 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)
- Pricing currency derivatives with Markov-modulated Lévy dynamics (Q2513442) (← links)
- Coupling local currency Libor models to FX Libor models (Q2849684) (← links)
- Weak and strong Taylor methods for numerical solutions of stochastic differential equations (Q3005813) (← links)
- On swap rate dynamics: to freeze or not to freeze? (Q3174922) (← links)
- A cross-currency Lévy market model (Q3437405) (← links)
- Lognormality of rates and term structure models (Q4487014) (← links)
- Calibrating a market model with stochastic volatility to commodity and interest rate risk (Q4555116) (← links)
- Eurodollar futures pricing in log-normal interest rate models in discrete time (Q4585685) (← links)
- EXPANSION FORMULAS FOR EUROPEAN QUANTO OPTIONS IN A LOCAL VOLATILITY FX-LIBOR MODEL (Q4634643) (← links)
- A Multiple Curve Lévy Swap Market Model (Q4994676) (← links)
- ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM (Q5234011) (← links)
- A hybrid commodity and interest rate market model (Q5397405) (← links)
- Design and Estimation of Multi-Currency Quadratic Models* (Q5430112) (← links)
- Pricing inflation-indexed derivatives (Q5711168) (← links)
- Old and new approaches to LIBOR modeling (Q6573270) (← links)
- A drift-free simulation method for pricing commodity derivatives (Q6574654) (← links)
