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Mercurio, Fabio
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Bisesti, Lorenzo
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Brigo, Damiano
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Castagna, Antonio
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Finance and stochastics
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The Kyoto economic review
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Consistent pricing and hedging of an FX options book
Bisesti, Lorenzo
;
Castagna, Antonio
;
Mercurio, Fabio
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 65-83
Persistent link: https://www.econbiz.de/10003379596
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2
Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices
Brigo, Damiano
;
Mercurio, Fabio
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 147-159
Persistent link: https://www.econbiz.de/10001486694
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