Pricing foreign currency options under stochastic interest rates
| Year of publication: |
1991
|
|---|---|
| Authors: | Amin, Kaushik I. ; Jarrow, Robert A. |
| Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 10.1991, 3, p. 310-329
|
| Publisher: |
Elsevier |