Results 241 to 250 of about 2,556,654 (259)

Numerical pricing of exchange option with stock liquidity under Bayesian statistical method

Communications in Statistics - Theory and Methods, 2022
RUI GAo
exaly  

Foreign exchange option pricing under regime switching with asymmetrical jumps

Finance Research Letters, 2022
Jun-Home Chen
exaly  

Power Exchange Option with a Hybrid Credit Risk under Jump-Diffusion Model

Mathematics, 2022
Junkee Jeon, Geonwoo Kim
exaly  

Closed-form pricing formula for exchange option with credit risk

Chaos, Solitons and Fractals, 2016
Geonwoo Kim
exaly  

Currency option pricing in a credible exchange rate target zone

Applied Financial Economics, 2013
Dirk Veestraeten
exaly  

Exchange option pricing in jump-diffusion models based on esscher transform

Communications in Statistics - Theory and Methods, 2018
Wenhan Li
exaly  

The Malliavin Derivative and Application to Pricing and Hedging a European Exchange Option ()

Journal of Mathematical Finance, 2012
Sure Mataramvura
exaly  

Foreign exchange option pricing in the currency cycle with jump risks

Review of Quantitative Finance and Accounting, 2014
Chien-Hsiu Lin, Shih-Kuei Lin
exaly  

Antecedents of patent value using exchange option models: Evidence from a panel data analysis

Journal of Business Research, 2011
Ming-Cheng Wu
exaly