Valuation of LIBOR-contingent FX options
Year of publication: |
1998
|
---|---|
Authors: | Tucker, Alan L. |
Other Persons: | Wei, Jason (contributor) |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 17.1998, 2, p. 269-277
|
Subject: | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Simulation | Theorie | Theory |
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