Pricing Currency Options Under Stochastic Interest Rates and Jump-Diffusion Processes
Year of publication: |
[2007]
|
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Authors: | Doffou, Ako |
Other Persons: | Hilliard, Jimmy E. (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (40 p) |
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Type of publication: | Book / Working Paper |
Notes: | In: Journal of Financial Research, Vol. 24, No. 2, Winter 2001 |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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