FX risk-neutral valuation relationships for the S u jump-diffusion family
Year of publication: |
2011
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Authors: | Câmara, Ana ; Câmara, António ; Popova, Ivilina ; Simkins, Betty Jo |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 16.2011, 4, p. 339-356
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Subject: | Foreign exchange options | risk-neutral valuation relationships | S u jump-diffusion | volatility smile | Experiment | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Risiko | Risk | Black-Scholes-Modell | Black-Scholes model |
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