Path-dependent currency options with mean reversion
Year of publication: |
2008
|
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Authors: | Wong, Hoi Ying ; Lau, Ka Yung |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 3, p. 275-293
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Subject: | Optionspreistheorie | Option pricing theory | Devisenoption | Currency option | Pfadabhängigkeit | Path dependence | Mean Reversion | Mean reversion | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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