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Mathematical Methods for Foreign Exchange · Study

BookMathematical Methods for Foreign Exchange

Alexander Lipton2001

Book2001

Mathematical Methods for Foreign Exchange

Alexander Lipton

216 citations·0/0 files stored·WORLD SCIENTIFIC eBooks

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Stochastic processes and financial applications Financial Markets and Investment Strategies Risk Management in Financial Firms

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2004THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE 2017Resolution of policy uncertainty and sudden declines in volatility 2003Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates 2006A Comparison of Biased Simulation Schemes for Stochastic Volatility Models 2004Chaos and coherence: a new framework for interest–rate modelling 2004ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIFFUSION PROCESS: APPLICATIONS OF LAPLACE TRANSFORM 2004On the pricing and hedging of volatility derivatives 2011CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES

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Year2001

Typebook

Published2001-10-01

VenueWORLD SCIENTIFIC eBooks

Languageen

Citations216

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1142/4694

openalex_workW4233017552

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