"Pricing of Asian exchange rate options under stochastic interest rates as ..."

J. Aase Nielsen, Klaus Sandmann (2002)

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DOI: 10.1007/S007800100063

access: closed

type: Journal Article

metadata version: 2020-07-22

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J. Aase Nielsen, Klaus Sandmann:
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options. Finance Stochastics 6(3): 355-370 (2002)

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