SOAS University of London

School of Finance and Management

Frederick Josephidou

  • Publications


Frederick Josephidou
Frederick Josephidou
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Thesis title:
FX Option Pricing Model: A New Approach
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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.


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