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Showing
1
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10
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54,668
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date (oldest first)
1
Rare shock, two-factor stochastic
volatility
and currency option pricing
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Saved in:
2
Markov modulated jump-diffusions for currency options when regime switching risk is priced
Liu, David
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012314539
Saved in:
3
Pricing foreign currency options with stochastic
volatility
Melino, Angelo
;
Turnbull, Stuart M.
-
1988
Persistent link: https://www.econbiz.de/10000772329
Saved in:
4
Vanna-volga pricing
Wystup, Uwe
-
2008
Persistent link: https://www.econbiz.de/10003737656
Saved in:
5
Pricing currency options in the presence of time-varying
volatility
and non-normalities
Lim, Guay C.
;
Martin, Gael M.
;
Martin, Vance
- In:
Journal of multinational financial management
16
(
2006
)
3
,
pp. 291-314
Persistent link: https://www.econbiz.de/10003328760
Saved in:
6
Volatility
models in foreign currency option pricing
Hoque, Ariful
(
contributor
);
Chan, Felix
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003340575
Saved in:
7
FX options and smile risk
Castagna, Antonio
-
2010
Persistent link: https://www.econbiz.de/10003849324
Saved in:
8
FX
volatility
smile construction
Reiswich, Dimitri
;
Wystup, Uwe
-
2009
Persistent link: https://www.econbiz.de/10003901919
Saved in:
9
Exchange option pricing under stochastic
volatility
: a correlation expansion
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 45-73
Persistent link: https://www.econbiz.de/10008695501
Saved in:
10
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
Saved in:
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