Foreign Exchange Derivatives

We establish general theory of foreign exchange derivatives (FXD), for multidimensional, possibly incomplete, Itô SDE market/econometric models. The established theory is consistent with the one of foreign exchange rates (FXR) introduced by the author in a previous note. A very simple example is presented as well

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Year of publication:	2007
Authors:	Stojanovic, Srdjan D.
Publisher:	[S.l.] : SSRN
Subject:	Derivat \| Derivative \| Devisenmarkt \| Foreign exchange market \| Währungsderivat \| Currency derivative

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Extent:	1 Online-Ressource (4 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 5, 2007 erstellt
Other identifiers:	10.2139/ssrn.1010428 [DOI]
Classification:	F31 - Foreign Exchange ; G13 - Contingent Pricing; Futures Pricing ; D52 - Incomplete Markets
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014224583