مرکز منطقه ای اطلاع رساني علوم و فناوري - Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates

Author/Authors :

Chuang-Chang Chang، نويسنده ,

DocumentNumber :

1161386

Title Of Article :

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

شماره ركورد :

773

From Page :

241

NaturalLanguageKeyword :

Domestic interest rate risk , Forward hedging strategy , Currency options

JournalTitle :

Studia Iranica

To Page :

268

To Page :

268

Link To Document :