FX Open Forward
From MaRDI portal
Recommendations
- The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate
- FOREIGN EXCHANGE OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES
- THE EARLY EXERCISE PREMIUM REPRESENTATION OF FOREIGN MARKET AMERICAN OPTIONS1
- The pricing of vulnerable foreign exchange options under a multiscale stochastic volatility model
- Forward start foreign exchange options under Heston's volatility and the CIR interest rates
Cites work
- A note on monotone functions.
- American options on assets with dividends near expiry
- American options: symmetry properties
- Critical price near maturity for an American option on a dividend-paying stock.
- scientific article; zbMATH DE number 5016447 (Why is no real title available?)
- scientific article; zbMATH DE number 5529013 (Why is no real title available?)
- scientific article; zbMATH DE number 6137478 (Why is no real title available?)
- Numerical methods for the pricing of swing options: a stochastic control approach
- Optimal exercise of American put options near maturity: a new economic perspective
- Optimal Stopping and the American Put
- Optimal stopping, free boundary, and American option in a jump-diffusion model
- Real options with a double continuation region
- Stochastic calculus for finance. II: Continuous-time models.
- The pricing of the American option
- When are swing options bang-bang?
This page was built for publication: FX Open Forward
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6657683)
