Mathematical model for pricing a class of triggered exchange rate option (Q3611233)
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scientific article; zbMATH DE number 5525826
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| English | Mathematical model for pricing a class of triggered exchange rate option |
scientific article; zbMATH DE number 5525826 |
Statements
6 March 2009
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exchange rate options
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\(\Delta\)-hedging
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pricing of options
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boundary value problems
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0.7442412972450256
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0.7440489530563354
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0.7424362897872925
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