Pages that link to "Item:Q1890893"
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The following pages link to Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news (Q1890893):
Displayed 6 items.
- Exponential change of measure applied to term structures of interest rates and exchange rates (Q634008) (← links)
- Markov-modulated jump-diffusions for currency option pricing (Q659253) (← links)
- Pricing foreign equity option with stochastic volatility (Q1618699) (← links)
- Pricing multivariate options under stochastic volatility lévy processes (Q3020617) (← links)
- Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing (Q4585900) (← links)
- Pricing credit-risky bonds and spread options modelling credit-spread term structures with two-dimensional Markov-modulated jump-diffusion (Q5001154) (← links)
