Valuation of options on bond spreads involving two currencies
Year of publication: |
2001
|
---|---|
Authors: | Mellios, Constantin ; Poncet, Patrice |
Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 22.2001, 2, p. 75-100
|
Subject: | Anleihe | Bond | Optionsgeschäft | Option trading | Wechselkurs | Exchange rate | Theorie | Theory |
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