Pages that link to "Item:Q1278069"
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The following pages link to Currency option pricing with mean reversion and uncovered interest parity: a revision of the Garman-Kohlhagen model (Q1278069):
Displaying 5 items.
- Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility (Q433133) (← links)
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility (Q902968) (← links)
- Option pricing with mean reversion and stochastic volatility (Q1011280) (← links)
- Pricing currency options in the mixed fractional Brownian motion (Q1673068) (← links)
