On Analytical Valuation of American Currency Options - Archive ouverte HAL Access content directly
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On Analytical Valuation of American Currency Options

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Humanities and Social Sciences Economics and Finance Economy and decision science

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https://hal-hec.archives-ouvertes.fr/hal-00612316

Submitted on : Thursday, July 28, 2011-4:32:22 PM

Last modification on : Tuesday, February 7, 2023-2:44:46 PM

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hal-00612316 , version 1 (28-07-2011)

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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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