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Pricing American Currency Options: An Analytical Approach

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https://hal-hec.archives-ouvertes.fr/hal-00612630
Contributor : Antoine Haldemann <>
Submitted on : Friday, July 29, 2011 - 2:30:23 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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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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