Work

Pricing of Asian exchange rate options under stochastic interest rates as a sum of options

Year: 2002

Type: article

Source: Finance and Stochastics

DOI: 10.1007/s007800100063

Authors: J. Aase Nielsen, Klaus Sandmann

Institutions: Aarhus University, University of Bonn, Johannes Gutenberg University Mainz

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2004839103

FWCI: 2.19

Cites: 2

Cited by: 21

Related to: 10