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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Choi, Seung-mook S."
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Option trading"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of finance : the journal of the American Finance Association
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A numerical approach to American currency option valuation
Choi, Seung-mook S.
;
Marcozzi, Michael D.
- In:
The journal of derivatives : the official publication …
9
(
2001
)
2
,
pp. 19-29
Persistent link: https://www.econbiz.de/10001634680
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