Asian Exchange Rate Options under Stochastic Interest Rates: Pricing as a Sum of Delayed Payment Options
Year of publication: |
1998-11
|
---|---|
Authors: | Nielsen, J.A. ; Sandmann, K. |
Institutions: | University of Bonn, Germany |
Subject: | Asian Exchange Rate Option | Delayed Exchange Rate Option | Forward Risk Adjusted Measure | Stochastic Interest Rate |
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