Foreign exchange option symmetry and a coordinate-free description of a multiple currency market in terms of differential geometry on graphs.

DOI10.1016/S0362-546X(01)00703-9zbMath1042.91556OpenAlexW2050426702WikidataQ115339205 ScholiaQ115339205MaRDI QIDQ1875658

Valery A. Kholodnyi, John F. Price

Publication date: 26 August 2004

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0362-546x(01)00703-9

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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