Cross-currency equity swaps in the BGM model
Ting-pin Wu and Son-nan Chen
| Year of publication: |
2007
|
|---|---|
| Authors: | Wu, Ting-pin ; Chen, Son-nan |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 15.2007, 2, p. 60-76
|
| Subject: | Swap | Aktie | Share | OTC-Handel | OTC market | Börsenkurs | Share price | Martingal | Martingale | Optionspreistheorie | Option pricing theory | Wechselkurs | Exchange rate | Theorie | Theory | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003673317