Pages that link to "Item:Q375253"
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The following pages link to Valuing foreign exchange rate derivatives with a bounded exchange process (Q375253):
Displaying 8 items.
- Hermite polynomial based expansion of European option prices (Q469560) (← links)
- Option pricing with quadratic volatility: a revisit (Q483708) (← links)
- The waterline tree for separable local-volatility models (Q2013448) (← links)
- The pricing of derivatives on assets with quadratic volatility (Q4551199) (← links)
- A two-state jump model (Q4647253) (← links)
- Pricing and hedging performance on pegged FX markets based on a regime switching model (Q4991077) (← links)
- On model robustness of the regime switching approach for pegged foreign exchange markets (Q5092650) (← links)
- Captive diffusions and their applications to order-preserving dynamics (Q5161083) (← links)
