Pages that link to "Item:Q2691653"
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The following pages link to Equilibrium pricing of currency options under a discontinuous model in a two-country economy (Q2691653):
Displaying 4 items.
- Currency option pricing with mean reversion and uncovered interest parity: a revision of the Garman-Kohlhagen model (Q1278069) (← links)
- A class of quadratic options for exchange rate stabilization (Q2654411) (← links)
- Heterogeneous expectations, currency options and the euro/dollar (Q4646778) (← links)
- Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity (Q5079464) (← links)