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Pricing of foreign exchange options under the Heston stochastic volatility model
2 个回复 - 1109 次查看【作者(必填)】 REHEZ AHLIPa & MAREK RUTKOWSKIb* 【文题(必填)】 Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates 【年份(必填)】 Volume 13, Is ...2014-5-9 08:10 - sqq19860225 - 求助成功区

PRICING OF EXOTIC FOREIGN EXCHANGE RATE OPTIONS
2 个回复 - 995 次查看 PRICING OF EXOTIC FOREIGN EXCHANGE RATE OPTIONS Antti Eloranta 24th January 2008 Abstract: The popularity of exotic foreign exchange rate options has grown rapidly during the past decade. High p ...2017-8-21 13:54 - martinnyj - 金融学（理论版）

免費 Pricing Formulae for Foreign Exchange Options
1 个回复 - 1417 次查看 Pricing Formulae for Foreign Exchange OptionsAndreas Weber and Uwe WystupMathFinance AGWaldems, Germany AbstractWe provide closed form solutions for the value of selected rst generation exotic ...2014-3-15 23:37 - martinnyj - 金融学（理论版）

Pricing foreign currency options with stochastic volatility
1 个回复 - 675 次查看【作者(必填)】Angelo Melino, Stuart M. Turnbull 【文题(必填)】Pricing foreign currency options with stochastic volatility 【年份(必填)】Journal of Econometrics Volume 45, Issues 1–2, July–Aug ...2013-9-17 15:04 - ssylzz - 求助成功区

The pricing of call and put options on foreign exchange
2 个回复 - 880 次查看【作者(必填)】J. Orlin Grabbe* 【文题(必填)】The pricing of call and put options on foreign exchange 【年份(必填)】Journal of International Money and Finance Volume 2, Issue 3, December 1983, P ...2013-9-17 15:00 - ssylzz - 求助成功区

Pricing foreign currency options with stochastic volatility
2 个回复 - 701 次查看【作者(必填)】 [*]Angelo Melino, [*]Stuart M. Turnbull 【文题(必填)】 Pricing foreign currency options with stochastic volatility 【年份(必填)】 1990 【全文链接或数据库名称(选填)】http://w ...2013-3-23 06:57 - pan1111111 - 求助成功区

求助《Pricing Foreign Currency and Cross-Currency Options Under GARCH 》
3 个回复 - 1024 次查看【作者(必填)】DUAN JIN-CHUAN，Jason Z Wei 【文题(必填)】Pricing Foreign Currency and Cross-Currency Options Under GARCH 【年份(必填)】1999 【全文链接或数据库名称(选填)】http://www.iijournals ...2012-9-14 10:51 - yucongy - 求助成功区

Pricing of foreign exchange options under the Heston stochastic volatility model
0 个回复 - 1801 次查看 Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates REHEZ AHLIPa & MAREK RUTKOWSKIb* Accepted: 10 Jan 2013Published online: 16 May 2013Quantitati ...2014-5-8 19:25 - sqq19860225 - 论文版

[求助成功]Pricing foreign currency options with stochastic volatility
1 个回复 - 1243 次查看【作者(必填)】 Angelo Melino, Stuart M. Turnbull 【文题(必填)】 Pricing foreign currency options with stochastic volatility 【年份(必填)】 1990 【全文链接或数据库名称(选填)】 http://dx.doi ...2013-4-16 15:17 - NoHL - 求助成功区

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