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Pricing American Currency Options: An Analytical Approach

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Economy and decision science

Antoine Haldemann  : Connect in order to contact the contributor

https://hal-hec.archives-ouvertes.fr/hal-00612630

Submitted on : Friday, July 29, 2011-2:30:23 PM

Last modification on : Friday, March 24, 2023-2:52:54 PM

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hal-00612630 , version 1 (29-07-2011)

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  • HAL Id : hal-00612630 , version 1

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Marc Chesney. Pricing American Currency Options: An Analytical Approach. 1989. ⟨hal-00612630⟩

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