This research aims to investigate the strategy of fair insurance premium actuarial approach for pricing currency option, when the value of foreign currency option follows the mixed fractional Brownian motion with jumps and the European call and put currency option are presented. It has certain reference significance to avoiding foreign exchange ris
Includes bibliographical references and indexThis book develops a new and interesting approach to th...
In the presented thesis we study three methods of pricing European currency barrier options. With he...
Margrabe provides a pricing formula for an exchange option where the distributions of both stock pri...
This research aims to investigate a model for pricing of currency options in which value governed by...
Option pricing is an active area in financial industry. The value of option pricing is usually obta...
AbstractIn this paper, we try to solve the valuation of currency option in financial engineering. We...
A new framework for pricing the European currency option is developed in the case where the spot exc...
Foreign exchange option, as a financial derivative, plays an important role in the financial market....
This study deals with the problem of pricing compound options when the underlying asset follows a mi...
This research studies the valuation of spot, forward, and futures options on foreign exchange when t...
The pricing problem of a kind of European vulnerable option was studied. The mixed fractional Browni...
Most of the recent literature dealing with the modeling of financial assets assumes that the underly...
We focus on a preference based approach when pricing options in a market driven by fractional Browni...
This work deals with European option pricing problem in fractional Brownian markets. Two factors, st...
This paper deals with the problem of discrete-time option pricing by the mixed fractional version of...
Includes bibliographical references and indexThis book develops a new and interesting approach to th...
In the presented thesis we study three methods of pricing European currency barrier options. With he...
Margrabe provides a pricing formula for an exchange option where the distributions of both stock pri...
This research aims to investigate a model for pricing of currency options in which value governed by...
Option pricing is an active area in financial industry. The value of option pricing is usually obta...
AbstractIn this paper, we try to solve the valuation of currency option in financial engineering. We...
A new framework for pricing the European currency option is developed in the case where the spot exc...
Foreign exchange option, as a financial derivative, plays an important role in the financial market....
This study deals with the problem of pricing compound options when the underlying asset follows a mi...
This research studies the valuation of spot, forward, and futures options on foreign exchange when t...
The pricing problem of a kind of European vulnerable option was studied. The mixed fractional Browni...
Most of the recent literature dealing with the modeling of financial assets assumes that the underly...
We focus on a preference based approach when pricing options in a market driven by fractional Browni...
This work deals with European option pricing problem in fractional Brownian markets. Two factors, st...
This paper deals with the problem of discrete-time option pricing by the mixed fractional version of...
Includes bibliographical references and indexThis book develops a new and interesting approach to th...
In the presented thesis we study three methods of pricing European currency barrier options. With he...
Margrabe provides a pricing formula for an exchange option where the distributions of both stock pri...