The following pages link to (Q5455634):
Displaying 12 items.
- A multivariate stochastic unit root model with an application to derivative pricing (Q341897) (← links)
- Pricing and hedging problem of foreign currency option with higher borrowing rate (Q394479) (← links)
- Option pricing with quadratic volatility: a revisit (Q483708) (← links)
- The valuation of foreign currency options under stochastic interest rates (Q597318) (← links)
- Pricing foreign equity option with stochastic volatility (Q1618699) (← links)
- A multiscale extension of the Margrabe formula under stochastic volatility (Q1693945) (← links)
- On computing the price of financial instruments in foreign currency (Q1796242) (← links)
- Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863) (← links)
- Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
- Computational aspects of pricing foreign exchange options with stochastic volatility and stochastic interest rates (Q2266898) (← 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)
