Rehez Ahlip

Available identifiers

zbMath Open ahlip.rehezMaRDI QIDQ274844

List of research outcomes

Publication	Date of Publication	Type
Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates	2018-12-13	Paper
Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model	2018-09-18	Paper
Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes	2016-04-25	Paper
Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates	2014-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q3084306	2011-03-15	Paper
Computational aspects of pricing foreign exchange options with stochastic volatility and stochastic interest rates	2010-02-26	Paper
FORWARD START OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES	2009-08-03	Paper
FOREIGN EXCHANGE OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES	2008-08-26	Paper
https://portal.mardi4nfdi.de/entity/Q5488265	2006-09-14	Paper
Nonlinear filtering of a system of logistic equations	1997-08-07	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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