Rehez Ahlip

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Forward start foreign exchange options under Heston's volatility and the CIR interest rates Inspired by Finance	2018-12-13	Paper
Semi-analytical pricing of currency options in the Heston/CIR jump-diffusion hybrid model Applied Mathematical Finance	2018-09-18	Paper
Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes International Journal of Stochastic Analysis	2016-04-25	Paper
Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates Quantitative Finance	2014-02-20	Paper
scientific article; zbMATH DE number 5866284 (Why is no real title available?)	2011-03-15	Paper
Computational aspects of pricing foreign exchange options with stochastic volatility and stochastic interest rates Journal of Statistical Planning and Inference	2010-02-26	Paper
FORWARD START OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES International Journal of Theoretical and Applied Finance	2009-08-03	Paper
FOREIGN EXCHANGE OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES International Journal of Theoretical and Applied Finance	2008-08-26	Paper
scientific article; zbMATH DE number 5054085 (Why is no real title available?)	2006-09-14	Paper
Nonlinear filtering of a system of logistic equations Bulletin of the Australian Mathematical Society	1997-08-07	Paper

Research outcomes over time

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