currency option pricing
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Uncertain Currency Model and Currency Option Pricing

2014 ◽  
Vol 30 (1) ◽  
pp. 40-51 ◽  
Author(s):  
Yuhan Liu ◽  
Xiaowei Chen ◽  
Dan A. Ralescu
Keyword(s):  
Option Pricing ◽  
Currency Option ◽  
Uncertain Currency Model ◽  
Currency Option Pricing

scholarly journals Currency option pricing with Wishart process

2013 ◽  
Vol 238 ◽  
pp. 156-170 ◽  
Author(s):  
Kwai Sun Leung ◽  
Hoi Ying Wong ◽  
Hon Yip Ng
Keyword(s):  
Option Pricing ◽  
Currency Option ◽  
Wishart Process ◽  
Currency Option Pricing
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