//--> //--> //-->
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
~subject:"Exchange rate"
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:"Cross-currency derivatives"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Exchange rate
Cross-currency derivatives
3
Cross-currency swaps
1
Currency derivative
1
Derivat
1
Derivative
1
Esscher transform
1
Foreign exchange rate
1
Foreign forward caps and floors
1
Forward martingale measure
1
LIBOR market model
1
Markov-modulated cojump-diffusion dynamics
1
Multi-currency model
1
Option pricing theory
1
Optionspreistheorie
1
Simulation based pricing
1
Simultaneous jump
1
Time-inhomogeneous Levy processes
1
Volatility
1
Volatilität
1
Wechselkurs
1
Währungsderivat
1
more ...
less ...
Online availability
All
Undetermined
1
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
Chen, Jun-Home
1
Lian, Yu-Min
1
Liao, Szu-Lang
1
Published in...
All
International review of economics & finance : IREF
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->