Pricing of Asian exchange rate options under stochastic interest rates as a sum of options
J. Aase Nielsen; Klaus Sandmann
| Year of publication: |
2002
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|---|---|
| Authors: | Aase Nielsen, Jørgen ; Sandmann, Klaus |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 6.2002, 3, p. 355-370
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| Subject: | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001680678