Pages that link to "Item:Q836062"
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The following pages link to The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate (Q836062):
Displaying 5 items.
- Sensitivity analysis of the optimal exercise boundary of the American put option (Q313736) (← links)
- Pricing foreign exchange options under intervention by absorption modeling (Q1627677) (← links)
- A diffusion model for exchange rates. I: Theoretical introduction (Q1822412) (← links)
- A note on the nonlinear Volterra integral equation for the early exercise boundary (Q2021449) (← links)
- Diffusion equations and the time evolution of foreign exchange rates (Q2354796) (← links)