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On Analytical Valuation of American Currency Options

Marc Chesney 1
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
Keywords : Analytical Valuation American Currency Options
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https://hal-hec.archives-ouvertes.fr/hal-00612316
Contributor : Antoine Haldemann <>
Submitted on : Thursday, July 28, 2011 - 4:32:22 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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  • HAL Id : hal-00612316, version 1

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Marc Chesney. On Analytical Valuation of American Currency Options. 1990. ⟨hal-00612316⟩

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