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Local Volatility Pricing Models for Long-Dated FX Derivatives
Deelstra, Griselda
;
Raye, Grgory
- In:
Applied mathematical finance
20
(
2013
)
4
,
pp. 380-402
Persistent link: https://www.econbiz.de/10010140093
Saved in:
2
Local volatility pricing models for long-dated FX derivatives
Deelstra, Griselda
;
Rayée, Grégory
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 380-402
Persistent link: https://www.econbiz.de/10010187656
Saved in:
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