PRICING OF EXOTIC FOREIGN EXCHANGE RATE OPTIONS 2 个回复 - 995 次查看
PRICING OF EXOTIC FOREIGN EXCHANGE RATE OPTIONS
Antti Eloranta
24th January 2008
Abstract:
The popularity of exotic foreignexchange rate options has grown rapidly during the past decade. High p ...2017-8-21 13:54 - martinnyj - 金融学(理论版)
免費 Pricing Formulae for Foreign Exchange Options 1 个回复 - 1417 次查看
Pricing Formulae for Foreign Exchange OptionsAndreas Weber and Uwe WystupMathFinance AGWaldems, Germany
AbstractWe provide closed form solutions for the value of selected rst generation exotic ...2014-3-15 23:37 - martinnyj - 金融学(理论版)
The pricing of call and put options on foreignexchange 2 个回复 - 880 次查看
【作者(必填)】J. Orlin Grabbe*
【文题(必填)】The pricing of call and put options on foreignexchange
【年份(必填)】Journal of International Money and Finance
Volume 2, Issue 3, December 1983, P ...2013-9-17 15:00 - ssylzz - 求助成功区