مرکز منطقه ای اطلاع رساني علوم و فناوري - Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates

Title of article :

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

Author/Authors :

Chuang-Chang Chang، نويسنده ,

Pages :

From page :

241

To page :

268

Keywords :

Domestic interest rate risk , Forward hedging strategy , Currency options

Journal title :

Astroparticle Physics

Record number :

230770

Link To Document :