Pricing of Asian exchange rate options under stochastic interest rates as a sum of options
| Year of publication: |
2002
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|---|---|
| Authors: | Nielsen, J.Aase ; Sandmann, Klaus |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 6.2002, 3, p. 355-370
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