Pricing foreign exchange options under stochastic volatility and interest rates using an RBF–FD method
نویسندگان
چکیده
منابع مشابه
Generic pricing of FX, Inflation and Stock Options under Stochastic Interest Rates and Stochastic Volatility
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ژورنال
عنوان ژورنال: Journal of Computational Science
سال: 2019
ISSN: 1877-7503
DOI: 10.1016/j.jocs.2019.101028