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Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates

✍ Scribed by Chuang-Chang Chang

Book ID: 114339956
Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 173 KB
Volume: 11
Category: Article
ISSN: 1042-444X
DOI: 10.1016/s1042-444x(01)00028-7

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