Work

Pricing currency derivatives under the benchmark approach

Year: 2014

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2014.11.018

Authors: Jan Baldeaux, Martino Grasselli, Eckhard Platen

Institutions: University of Technology Sydney, University of Padua, Pôle Léonard de Vinci

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3124129175

FWCI: 8.542

Cites: 47

Cited by: 30

Related to: 10