Publication Search Results
Exact matches for:
- Author = Ahlip R
1.
Ahlip R, Rutkowski M
Rehez Ahlip and Marek Rutkowski:
Pricing of foreign exchange options under the MPT stochastic volatility model and the CIR interest rates,
The European Journal of Finance,
22
(2016),
no. 7,
551–571.
2.
Ahlip R, Rutkowski M
Rehez Ahlip and Marek Rutkowski:
Semi-analytical Pricing of Currency Options in the Heston/CIR Jump- Diffusion Hybrid Model,
Applied Mathematical Finance,
22
(2015),
no. 1,
1–27.
3.
Ahlip R, Rutkowski M
R Ahlip and M Rutkowski:
Forward Start Foreign Exchange Options Under Heston's Volatility and the CIR Interest Rates,
Inspired by Finance,
Springer International Publishing,
Switzerland,
(2014),
1–27.
ISBN 978-3-319-02068-6.
MR3204209
4.
Ahlip R, Rutkowski M
R Ahlip and M Rutkowski:
Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates,
Quantitative Finance,
13
(2013),
no. 6,
955–966.
5.
Ahlip R, Rutkowski M
R Ahlip and M Rutkowski:
Forward start options under stochastic volatility and stochastic interest rates,
International journal of theoretical and applied finance,
12
(2009),
209–225.
| Number of matches: 5 |