Foreign exchange derivative pricing with stochastic correlation
Topilista Nabirye, Philip Ngare, Joseph Mungatu
| Year of publication: |
November 2016
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|---|---|
| Authors: | Nabirye, Topilista ; Ngare, Philip ; Mungatu, Joseph |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 6.2016, 5, p. 887-899
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| Subject: | Foreign Exchange | European Option | Stochastic Correlation and Option Pricing | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Derivat | Derivative | Währungsderivat | Currency derivative | Korrelation | Correlation | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2016.65059 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011658109