Pricing of Asian exchange rate options under stochastic interest rates as a sum of options

Autor:	Nielsen, Jørgen Aase, Sandmann, Klaus
Jazyk:	angličtina
Rok vydání:	2002
Zdroj:	Nielsen, J A & Sandmann, K 2002, ' Pricing of Asian exchange rate options under stochastic interest rates as a sum of options ', Finance and Stochastics, vol. 6, no. 3, pp. 355-370 .
Databáze:	OpenAIRE
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