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:"Devisenoption"
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
Foreign exchange options under...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Devisenoption
Stochastic process
5
Stochastischer Prozess
5
Volatility
5
Volatilität
5
CIR model
4
Option pricing theory
4
Optionspreistheorie
4
Heston's model
3
affine models
3
Currency derivative
2
Foreign exchange options
2
Forward start options
2
Heston’s model
2
Währungsderivat
2
CAPM
1
Currency option
1
Kou’s double exponential jumps
1
Option trading
1
Optionsgeschäft
1
Ornstein–Uhlenbeck process
1
foreign exchange options
1
jump-diffusion model
1
stochastic volatility
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
1
Rutkowski, Marek
1
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...
