scientific article; zbMATH DE number 5866284

MaRDI QIDQ3084306zbMATH OpenFDO

Authors Rehez Ahlip

Publication date 15 March 2011

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Financial applications of other theories (91G80)

Cited in

(5)

• Pricing foreign equity option with stochastic volatility
• Currency option pricing with Wishart process
• On the hedging of options on exploding exchange rates
• scientific article; zbMATH DE number 5260301 (Why is no real title available?)
• scientific article; zbMATH DE number 7333662 (Why is no real title available?)

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