The valuation of foreign currency options under stochastic interest rates (Q597318)
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scientific article; zbMATH DE number 2082635
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The valuation of foreign currency options under stochastic interest rates |
scientific article; zbMATH DE number 2082635 |
Statements
The valuation of foreign currency options under stochastic interest rates (English)
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6 August 2004
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Foreign exchange options
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Corporate bonds
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Optimal stopping
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