Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Silverio Foresi
Affine Models of Currency Pricing
Related publications
Arbitrage-Free Affine Models of the Forward Price of Foreign Currency
SSRN Electronic Journal
Markov-Switching Models for Exchange-Rate Dynamics and the Pricing of Foreign-Currency Options
Stock and Bond Pricing in an Affine Economy
An Actuarial Approach to Foreign Currency Option Pricing
Assembling Integrable Σ-Models as Affine Gaudin Models
Journal of High Energy Physics
High Energy Physics
Nuclear
Optimal Monetary Policy in Small Open Economies: Producer Currency Pricing
SSRN Electronic Journal
Monetary Policy and Models of Currency Demand
IMF Working Papers
Design and Estimation of Multi-Currency Quadratic Models
SSRN Electronic Journal
Evaluating Discrete Dynamic Strategies in Affine Models
Quantitative Finance
Economics
Econometrics
Finance
