Applying the General Pricing Framework

Carl Chiarella*, Xue Zhong He, Christina Sklibosios Nikitopoulos

*Corresponding author for this work

Research output: Chapter in Book or Report/Conference proceedingChapterpeer-review

Abstract

This chapter applies the general pricing framework developed in Chap. 10 to some standard one factor examples including stock options, currency options, futures options and a two factor model of exchange option.

Original languageEnglish
Title of host publicationDynamic Modeling and Econometrics in Economics and Finance
PublisherSpringer Science and Business Media Deutschland GmbH
Pages235-249
Number of pages15
DOIs
Publication statusPublished - 2015
Externally publishedYes

Publication series

NameDynamic Modeling and Econometrics in Economics and Finance
Volume21
ISSN (Print)1566-0419
ISSN (Electronic)2363-8370

Keywords

  • Excess Return
  • Foreign Currency
  • Future Contract
  • Future Price
  • Stock Option

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