SOAS University of London

School of Finance and Management

Frederick Josephidou

  • Publications

Overview

Frederick Josephidou
Name:
Frederick Josephidou
Email address:
Thesis title:
FX Option Pricing Model: A New Approach
Internal Supervisors

PhD Research

I consider how the performance of models for the pricing of foreign exchange options can be improved by developing stochastic equations that more precisely describe the underlying foreign exchange assets, and use these equations as a basis for more appropriate foreign exchange option pricing models.

Publications

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