Pages that link to "Item:Q1849789"
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The following pages link to A multicurrency extension of the lognormal interest rate market models (Q1849789):
Displayed 5 items.
- An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates (Q2471737) (← links)
- Weak and strong Taylor methods for numerical solutions of stochastic differential equations (Q3005813) (← links)
- A cross-currency Lévy market model (Q3437405) (← links)
- A hybrid commodity and interest rate market model (Q5397405) (← links)
- Pricing inflation-indexed derivatives (Q5711168) (← links)