Pricing foreign currency options under stochastic interest rates
Kaushik I. Amin and Robert A. Jarrow
| Year of publication: |
1991
|
|---|---|
| Authors: | Amin, Kaushik I. |
| Other Persons: | Jarrow, Robert A. (contributor) |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 10.1991, 3, p. 310-329
|
| Subject: | Währungsderivat | Currency derivative | Derivat | Derivative | Theorie | Theory |
| 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/10001110876