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International journal of theoretical and applied finance
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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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2
Expansion formulas for European options in a local volatility model
Benhamou, Eric
;
Gobet, Emmanuel
;
Miri, Mohammed
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 603-634
Persistent link: https://www.econbiz.de/10008905020
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