A PDE pricing framework for cross-currency interest rate derivatives

✍ Scribed by Duy Minh Dang; Christina C. Christara; Kenneth R. Jackson; Asif Lakhany

• Book ID: 108255453
• Publisher: Elsevier
• Year: 2010
• Tongue: English
• Weight: 282 KB
• Volume: 1
• Category: Article
• ISSN: 1877-0509
• DOI: 10.1016/j.procs.2010.04.267