Pricing American currency options in an exponential Lévy model
Year of publication: |
2004
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Authors: | Chesney, Marc ; Jeanblanc, M. |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 11.2004, 3, p. 207-226
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