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A Numerical Approach to American Currency Option Valuation
The Journal of Derivatives
◽
10.3905/jod.2001.319172
◽
2001
◽
Vol 9
(2)
◽
pp. 19-29
◽
Cited By ~ 11
Author(s):
Seungmook Choi
◽
Michael D. Marcozzi
Keyword(s):
Numerical Approach
◽
Option Valuation
◽
Currency Option
Download Full-text
Related Documents
Cited By
References
Appendix 6A: Currency Option Valuation
Multinational Finance
◽
10.1002/9781119219729.ch6a
◽
2016
◽
pp. 143-148
Keyword(s):
Option Valuation
◽
Currency Option
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EURO/USD CURRENCY OPTION VALUATION COMBINING TWO ARTIFICIAL NEURAL NETWORK MODELS AND THREE VOLATILITIES
Information Sciences 2007
◽
10.1142/9789812709677_0084
◽
2007
◽
pp. 578-584
Author(s):
JOHN WEI-SHAN HU
◽
CHUN-HUNG CHANG
Keyword(s):
Neural Network
◽
Artificial Neural Network
◽
Network Models
◽
Option Valuation
◽
Neural Network Models
◽
Currency Option
◽
Artificial Neural
◽
Artificial Neural Network Models
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Parameter Estimation of Local Volatility in Currency Option Valuation
International Review on Modelling and Simulations (IREMOS)
◽
10.15866/iremos.v9i2.8161
◽
2016
◽
Vol 9
(2)
◽
pp. 130
◽
Cited By ~ 2
Author(s):
S. O. Edeki
◽
M. E. Adeosun
◽
E. A. Owoloko
◽
G. O. Akinlabi
◽
I. Adinya
Keyword(s):
Parameter Estimation
◽
Option Valuation
◽
Local Volatility
◽
Currency Option
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The Effectiveness of a Predictor-corrector Technique in European Currency Option Valuation
GLOBAL BUSINESS & FINANCE REVIEW
◽
10.17549/gbfr.2019.24.4.1
◽
2019
◽
Vol 24
(4)
◽
pp. 1-7
Author(s):
Sang Woo Heo
◽
Jinsuk Yang
◽
SeungCheol Lim
◽
Peter Cashel-Cordo
Keyword(s):
Option Valuation
◽
European Currency
◽
Currency Option
◽
Predictor Corrector
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Behavioral barriers to real option valuation
PsycEXTRA Dataset
◽
10.1037/e722842011-069
◽
2004
◽
Author(s):
Sari Carp
◽
Zur Shapira
Keyword(s):
Real Option
◽
Option Valuation
◽
Real Option Valuation
◽
Behavioral Barriers
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HIGH ACCURACY NUMERICAL APPROACH FOR NON-SIMILAR MIXED CONVECTION BOUNDARY LAYER FLOW OVER A HORIZONTAL PLATE
Computational Thermal Sciences An International Journal
◽
10.1615/computthermalscien.v2.i4.40
◽
2010
◽
Vol 2
(4)
◽
pp. 333-339
◽
Cited By ~ 1
Author(s):
K. Venkatasubbaiah
Keyword(s):
Boundary Layer
◽
Mixed Convection
◽
Boundary Layer Flow
◽
Numerical Approach
◽
High Accuracy
◽
Convection Boundary Layer
◽
Horizontal Plate
◽
Convection Boundary
◽
Layer Flow
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NUMERICAL APPROACH TO MAGNETOHYDRODYNAMIC VISCOELASTIC FLUID FLOW AND HEAT TRANSFER OVER A NONISOTHERMAL STRETCHING SHEET
Heat Transfer Research
◽
10.1615/heattransres.2012001733
◽
2012
◽
Vol 43
(3)
◽
pp. 187-206
◽
Cited By ~ 2
Author(s):
Talla Hymavathi
Keyword(s):
Heat Transfer
◽
Fluid Flow
◽
Viscoelastic Fluid
◽
Stretching Sheet
◽
Numerical Approach
◽
Flow And Heat Transfer
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TRANSIENT CONJUGATED HEAT TRANSFER IN FULLY DEVELOPPED LAMINAR FLOW IN THICKNESS DUCT: NUMERICAL APPROACH
International Symposium on Transient Convective Heat Transfer
◽
10.1615/ichmt.1996.transientconvheattransf.440
◽
1996
◽
Author(s):
Abdeslam Omara
◽
Said Abboudi
Keyword(s):
Heat Transfer
◽
Laminar Flow
◽
Numerical Approach
◽
Conjugated Heat Transfer
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THERMAL MODELING OF ICE-PACKS IN COOLING VESTS FOR EXTREME HOT CLIMATIC CONDITION: A NUMERICAL APPROACH
10.1615/ihmtc-2017.1170
◽
2018
◽
Author(s):
Vedant Bhuyar
◽
Shiv Ram Suthar
◽
Mohit Vijay
◽
Prodyut R. Chakraborty
Keyword(s):
Climatic Condition
◽
Thermal Modeling
◽
Numerical Approach
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Numerical approach to the analysis of beams made from plastics
10.2514/6.1992-2422
◽
1992
◽
Author(s):
M. LAJCZOK
Keyword(s):
Numerical Approach
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