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~isPartOf:"Economic modelling"
~subject:"Devisenoption"
~subject:"Exchange rate"
~subject:"Risk premium"
~subject:"Theorie"
~subject:"US dollar"
~type_genre:"Aufsatz in Zeitschrift"
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Devisenoption
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Economic modelling
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Accounting for the impact of higher order moments in foreign equity option pricing model
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1726-1729
Persistent link: https://www.econbiz.de/10009271214
Saved in:
2
Foreign equity option pricing under stochastic volatility model with double jumps
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1857-1863
Persistent link: https://www.econbiz.de/10009272421
Saved in:
3
Pricing currency options in a fractional Brownian motion with jumps
Xiao, Wei-lin
;
Zhang, Wei-guo
;
Zhang, Xi-li
;
Wang, Ying-luo
- In:
Economic modelling
27
(
2010
)
5
,
pp. 935-942
Persistent link: https://www.econbiz.de/10008824938
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