Pricing of Asian exchange rate options under stochastic interest rates as a sum of options
Work
Year: 2002
Type: article
Source: Finance and Stochastics
Authors J. Aase Nielsen, Klaus Sandmann
Cites: 4
Cited by: 25
Related to: 10
FWCI: 1.695
Citation percentile (by year/subfield): 86.67
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: closed