• Title of article

    Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates

  • Author/Authors

    Chuang-Chang Chang، نويسنده ,

  • Pages
    28
  • From page
    241
  • To page
    268
  • Keywords
    Domestic interest rate risk , Forward hedging strategy , Currency options
  • Journal title
    Astroparticle Physics
  • Record number

    230770