Asian exchange rate options under stochastic interest rates : pricing as a sum of delayed payment options
Jørgen Aase Nielsen; Klaus Sandmann
| Year of publication: |
1998
|
|---|---|
| Authors: | Aase Nielsen, Jørgen ; Sandmann, Klaus |
| Publisher: |
Bonn : Sonderforschungsbereich 303 |
| Subject: | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Extent: | 30 S |
|---|---|
| Series: | Discussion paper / B. - Bonn : Univ. Sonderforschungsbereich 303, ZDB-ID 54757-8. - Vol. No. 431 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 29 - 30 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001387512