Video library: Rehez Ahlip, Pricing foreign currency options under jumps diffusions and stochastic interest rates

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International conference "Advanced Finance and Stochastics"
June 27, 2013 11:30–11:50, Moscow, Steklov Mathematical Institute of RAS

Pricing foreign currency options under jumps diffusions and stochastic interest rates

Rehez Ahlip

University of Western Sydney, Australia

*Supplementary materials:*
	Adobe PDF	477.2 Kb

Supplementary materials:

7099.pdf (477.2 Kb)

Language: English