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Publication:3601673
zbMATH Open1153.91575MaRDI QIDQ3601673
Publication date: 11 February 2009
Full work available at URL: http://pphmj.com/abstract/3475.htm
Title of this publication is not available (Why is that?)
Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)
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Exchange Options Under Jump-Diffusion Dynamics ⋮ Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity ⋮ Valuing foreign exchange rate derivatives with a bounded exchange process ⋮ Title not available (Why is that?) ⋮ CURRENCY-TRANSLATED FOREIGN EQUITY OPTIONS WITH PATH DEPENDENT FEATURES AND THEIR MULTI-ASSET EXTENSIONS ⋮ On the hedging of options on exploding exchange rates ⋮ Heterogeneous expectations, currency options and the euro/dollar ⋮ Currency option pricing with Wishart process ⋮ Currency option pricing with mean reversion and uncovered interest parity: a revision of the Garman-Kohlhagen model
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