Pricing the exotic: Path-dependent American options with stochastic barriers-Reference-Cited by-同舟云学术

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Pricing the exotic: Path-dependent American options with stochastic barriers

Published:2021-03 Issue:1 Volume:2 Page:100025
ISSN:2666-1438
Container-title:Latin American Journal of Central Banking
language:en
Short-container-title:Latin American Journal of Central Banking

Author:

Rojas-Bernal Alejandro^ORCID,Villamizar-Villegas Mauricio^ORCID

Publisher

Elsevier BV

Subject

General Medicine

Reference41 articles.

1. The Lognormal Distribution;Aitchison,1963

2. The effectiveness of fx interventions: A meta-analysis;Arango-Lozano;J. Financ. Stab.,2020

3. Foreign exchange market intervention: methods and tactics;Archer;BIS papers,2005

4. Why do central banks intervene?;Baillie;J. Int. Money Financ.,1997

5. Triennial central bank survey;Bank for International Settlements;Bank for International Settlements,2019

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Upravljanje ekonomskom izloženošću deviznom riziku primenom realnih opcija (Economic Exposure to Foreign Exchange Risk Using Real Options);SSRN Electronic Journal;2024

2. Do Actions Speak Louder than Words? A Foreign Exchange Intervention Analysis;2023-01-12

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