Asian quanto options pricing under stochastic interest rate (Q3071545)
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scientific article; zbMATH DE number 5846608
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asian quanto options pricing under stochastic interest rate |
scientific article; zbMATH DE number 5846608 |
Statements
5 February 2011
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Asian quanto option
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stochastic interest rate
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Vasicek model
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option pricing
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0.8398690223693848
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0.8366680145263672
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0.8223013281822205
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