"Pricing foreign exchange options under stochastic volatility and interest ..."

Fazlollah Soleymani, Andrey Itkin (2019)

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DOI: 10.1016/J.JOCS.2019.101028

access: closed

type: Journal Article

metadata version: 2020-02-25

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Fazlollah Soleymani, Andrey Itkin:
Pricing foreign exchange options under stochastic volatility and interest rates using an RBF-FD method. J. Comput. Sci. 37 (2019)

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