Pricing American currency options in an exponential Lévy model
Year of publication: |
2004
|
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Authors: | Chesney, Marc ; Jeanblanc, Monique |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 11.2004, 3, p. 207-225
|
Subject: | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory |
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