Coherent foreign exchange market models
Year of publication: |
February 2017
|
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Authors: | Gnoatto, Alessandro |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 20.2017, 1, p. 1-29
|
Subject: | FX options | foreign-domestic parity | affine processes | Devisenmarkt | Foreign exchange market | Optionspreistheorie | Option pricing theory | Zinsparität | Interest rate parity | Zinsstruktur | Yield curve |
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