Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility
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References listed on IDEAS
- Alan L. Lewis, 2001. "A Simple Option Formula for General Jump-Diffusion and other Exponential Levy Processes," Related articles explevy, Finance Press.
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- repec:wsi:ijfexx:v:04:y:2017:i:01:n:s242478631750013x is not listed on IDEAS
- Mordecai Avriel & Jens Hilscher & Alon Raviv, 2013.
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More about this item
KeywordsForeign Exchange; Inflation; Equity; Stochastic volatility; Stochastic interest rates; Hybrids;
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