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Parameter Estimation of Local Volatility in Currency Option Valuation · Peerford

Article · Journal · 2016

Parameter Estimation of Local Volatility in Currency Option Valuation

S. O. Edeki, Mabel Eruore Adeosun, E. A. Owoloko, Grace O. Akinlabi, I Adinya

International Review on Modelling and Simulations (IREMOS)

Closed access

Go to the publisher 10.15866/iremos.v9i2.8161

Citations: 5from other works
Field-weighted impact: 1.241.00 is the world average for its field and year
Among its field: 83rd percentileby citations, against works of its field and year
Authors: 5from 2 institutions

Authors

5 authors across 2 institutions in 1 country

S. O. EdekiFirst author
- Covenant University (NG)
Mabel Eruore Adeosun
as printed: M. E. Adeosun
E. A. Owoloko
- Covenant University (NG)
Grace O. Akinlabi
- Covenant University (NG)
as printed: G. O. Akinlabi
I AdinyaSenior author
- University of Ibadan (NG)
as printed: I. Adinya

Development goals

8Decent work and economic growth

Country

Nigeria

Fields

A work can sit in several, each with a score

Stochastic processes and financial applicationsTopic
Financial Risk and Volatility ModelingTopic
Complex Systems and Time Series AnalysisTopic