@inbook{4ce1bad170464d709f3387846612f0d5,
title = "Applying the General Pricing Framework",
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.",
keywords = "Excess Return, Foreign Currency, Future Contract, Future Price, Stock Option",
author = "Carl Chiarella and He, {Xue Zhong} and Nikitopoulos, {Christina Sklibosios}",
note = "Publisher Copyright: {\textcopyright} 2015, Springer-Verlag Berlin Heidelberg.",
year = "2015",
doi = "10.1007/978-3-662-45906-5_11",
language = "English",
series = "Dynamic Modeling and Econometrics in Economics and Finance",
publisher = "Springer Science and Business Media Deutschland GmbH",
pages = "235--249",
booktitle = "Dynamic Modeling and Econometrics in Economics and Finance",
}