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Pricing of Asian exchange rate options under stochastic interest rates as a sum of options
Aase Nielsen, Jørgen; Sandmann, Klaus - In: Finance and stochastics 6 (2002) 3, pp. 355-370
Persistent link: https://www.econbiz.de/10001680678
Cover Image
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options
Nielsen, J.Aase; Sandmann, Klaus - In: Finance and stochastics 6 (2002) 3, pp. 355-370
Persistent link: https://www.econbiz.de/10008216349