Asymptotic expansion approaches in finance : applications to currency options
Year of publication: |
2010
|
---|---|
Authors: | Takahashi, Akihiko ; Takehara, Kohta |
Published in: |
Finance and banking developments. - New York, NY : Nova Science Publ., ISBN 978-1-60876-329-0. - 2010, p. 185-232
|
Subject: | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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