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~accessRights:"restricted"
~subject:"European quanto derivatives"
~subject:"Stochastischer Prozess"
~type_genre:"Conference paper"
~type_genre:"Hochschulschrift"
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European quanto derivatives
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International journal of theoretical and applied finance
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Trends in mathematical economics : dialogues between Southern Europe and Latin America
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Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
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Computing Greeks for Lévy models : the fourier transform approach
Olivera, Federico de
;
Mordecki, Ernesto
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 99-121)
.
2016
Persistent link: https://www.econbiz.de/10011800675
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