It's your choice: a unified approach to chooser options (Q3560085)

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scientific article; zbMATH DE number 5709678
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    It's your choice: a unified approach to chooser options
    scientific article; zbMATH DE number 5709678

      Statements

      IT'S YOUR CHOICE: A UNIFIED APPROACH TO CHOOSER OPTIONS (English)
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      19 May 2010
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      option pricing and hedging
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      interest rate risk
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      exchange rate risk
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      change of numeraire
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