On exact pricing of FX options in multivariate time-changed Lévy models.
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- Review of Derivatives Research, 2016, v. 19, n. 3, p. 201, doi. 10.1007/s11147-016-9120-4
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Works matching IS 13806645 AND DT 2016 AND VI 19 AND IP 3
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The leverage effect puzzle: the case of European sovereign credit default swap market.
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- Review of Derivatives Research, 2016, v. 19, n. 3, p. 217, doi. 10.1007/s11147-016-9121-3
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- Article
3
Stochastic covariance and dimension reduction in the pricing of basket options.
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- Review of Derivatives Research, 2016, v. 19, n. 3, p. 165, doi. 10.1007/s11147-016-9119-x
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- Article