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Niklas Ekvall
Information about the author Niklas Ekvall will soon be added to the site.
Found
2 papers
in total
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Currency option pricing with mean reversion and uncovered interest parity: A revision of the Garman–Kohlhagen model
1997
We consider a model for the pricing of currency options where the logarithm of the...
A lattice approach for pricing of multivariate contingent claims
1996
The lattice approach developed by Boyle, Evnine and Gibbs (BEG) is hitherto one of the...
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