Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates
| Year of publication: |
2001
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|---|---|
| Authors: | Chang, Chuang-Chang |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 11172848. - Vol. 11.2001, 3, p. 241-268
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