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Barrier option pricing for exchange rates under the Levy-HJM processes
Hsu, Pao-peng; Chen, Ying-hsiu - In: Finance research letters 9 (2012) 3, pp. 176-181
Persistent link: https://www.econbiz.de/10009628110
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Cross-currency equity swaps in the BGM model
Wu, Ting-pin; Chen, Son-nan - In: The journal of derivatives : the official publication … 15 (2007) 2, pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
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Mean reversion behavior of the returns on currency assets
Chen, Son-nan - In: International review of economics & finance : IREF 7 (1998) 2, pp. 185-200
Persistent link: https://www.econbiz.de/10001247531