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Foreign Exchange Derivative Pricing with Stochastic Correlation

  • Nabirye T
  • Ngare P
  • Mungatu J
Journal of Mathematical Finance (2016) 06(05) 887-899
DOI: 10.4236/jmf.2016.65059
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Abstract

… Foreign Exchange Derivative Pricing with Stochastic Correlation. Topilista Nabirye 1 , Philip Ngare 2 , Joseph Mungatu 3 … Keywords: Foreign Exchange, European Option, Stochastic Correlation and Option Pricing. 1. Introduction …

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Nabirye, T., Ngare, P., & Mungatu, J. (2016). Foreign Exchange Derivative Pricing with Stochastic Correlation. Journal of Mathematical Finance, 06(05), 887–899. https://doi.org/10.4236/jmf.2016.65059

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