搜索结果: 1-1 共查到“应用经济学 FX joint calibration”相关记录1条 . 查询时间(0.066 秒)
Smiles all around: FX joint calibration in a multi-Heston model
FX joint calibration multi-Heston model Pricing of Securities
2012/3/2
Multi-currency FX derivatives offer a challenging playground to the mathematical modelling of correlations. Quotes of liquidly traded vanilla options on cross FX rates, e.g. EUR/JPY, can be used to ex...