//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Ahlip, Rehez"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"FX option"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Currency derivative
1
Currency option
1
Devisenoption
1
Foreign exchange options
1
Heston's model
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
Währungsderivat
1
jump-diffusion model
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Ahlip, Rehez
Hoque, Ariful
14
Wystup, Uwe
14
Chang, P. H. Kevin
11
Campa, José Manuel
10
Craig, Ben R.
9
Kit, Pong Wong
8
Refalo, James F.
8
Takahashi, Akihiko
8
Tsekrekos, Andrianos E.
8
Takehara, Kohta
7
Chan, Felix
6
Manzur, Meher
6
Brenner, Menachem
5
Chalamandaris, Georgios
5
DeRosa, David F.
5
Keller, Joachim G.
5
Pierdzioch, Christian
5
Reiswich, Dimitri
5
Broll, Udo
4
Busch, Thomas
4
Caballero, Ricardo J.
4
Della Corte, Pasquale
4
Doyle, Joseph B.
4
Dumas, Bernard
4
Hauser, Shmuel
4
Hui, Cho H.
4
James, Jessica
4
Keller, Joachim
4
Kremens, Lukas
4
Le, Thi
4
Lien, Da-hsiang Donald
4
Lim, Guay C.
4
Martin, Ian
4
Mizrach, Bruce Marshall
4
Nikkinen, Jussi
4
Näslund, Bertil
4
Vähämaa, Sami
4
Wahl, Jack E.
4
Adam-Müller, Axel F. A.
3
Campa, Jose M.
3
more ...
less ...
Published in...
All
Applied mathematical finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semi-analytical pricing of currency options in the Heston/CIR jump-diffusion hybrid model
Ahlip, Rehez
;
Rutkowski, Marek
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010505183
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->