- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
2193-1801
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
online resource.
- Bibliographic citation
-
The valuation of currency options by fractional Brownian motion ; volume:5 ; number:1 ; day:21 ; month:7 ; year:2016 ; pages:1-15 ; date:12.2016
SpringerPlus ; 5, Heft 1 (21.7.2016), 1-15, 12.2016
- Creator
-
Shokrollahi, Foad
- Contributor
-
Kılıçman, Adem
SpringerLink (Online service)
- DOI
-
10.1186/s40064-016-2784-2
- URN
-
urn:nbn:de:1111-201607235082
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 11:01 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Shokrollahi, Foad
- Kılıçman, Adem
- SpringerLink (Online service)
Other Objects (12)
Equilibrium Valuation of Currency Options in a Small Open Economy
Cross currency swap valuation
Cross currency swap valuation
Modeling credit risk with mixed fractional Brownian motion: An application to barrier options
Dimensions of Fractional Brownian Images
A valuation of a corn ethanol plant through a compound options model under skew-Brownian motions
Option pricing in fractional Brownian markets
Fractional Brownian motion in crowded fluids
Generating Diffusions with Fractional Brownian Motion
Growth options and firm valuation
Market conform valuation of options
Growth options and firm valuation
Equilibrium Valuation of Currency Options in a Small Open Economy
Cross currency swap valuation
Cross currency swap valuation
Modeling credit risk with mixed fractional Brownian motion: An application to barrier options
Dimensions of Fractional Brownian Images
A valuation of a corn ethanol plant through a compound options model under skew-Brownian motions
Option pricing in fractional Brownian markets
Fractional Brownian motion in crowded fluids
Generating Diffusions with Fractional Brownian Motion
Growth options and firm valuation
Market conform valuation of options
Growth options and firm valuation
Equilibrium Valuation of Currency Options in a Small Open Economy
Cross currency swap valuation
Cross currency swap valuation
Modeling credit risk with mixed fractional Brownian motion: An application to barrier options
Dimensions of Fractional Brownian Images
A valuation of a corn ethanol plant through a compound options model under skew-Brownian motions
Option pricing in fractional Brownian markets
Fractional Brownian motion in crowded fluids
Generating Diffusions with Fractional Brownian Motion
Growth options and firm valuation
Market conform valuation of options