A Numerical Approach to American Currency Option Valuation
| Year of publication: |
2001
|
|---|---|
| Authors: | Choi, Seungmook ; Marcozzi, Michael D. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 9.2001, 2, p. 19-29
|