The valuation of foreign currency options under stochastic interest rates (Q597318)
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scientific article; zbMATH DE number 2082635
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The valuation of foreign currency options under stochastic interest rates |
scientific article; zbMATH DE number 2082635 |
Statements
The valuation of foreign currency options under stochastic interest rates (English)
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6 August 2004
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Foreign exchange options
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Corporate bonds
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Optimal stopping
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0.8329271674156189
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0.802029013633728
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0.7970054745674133
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0.7719470262527466
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