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~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Duan, Jin-Chuan"
~person:"Navas, Javier F."
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
1
Review of derivatives research
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
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Calculation of volatility in a jump-diffusion model
Navas, Javier F.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 66-72
Persistent link: https://www.econbiz.de/10001861586
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Pricing foreign currency and cross-currency options under GARCH
Duan, Jin-Chuan
;
Wei, Jason
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 51-68
Persistent link: https://www.econbiz.de/10001432469
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