A PDE pricing framework for cross-currency interest rate...

Procedia Computer Science 2010 Vol. 1; Iss. 1

A PDE pricing framework for cross-currency interest rate derivatives

Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson, Asif Lakhany
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Volume:
1
Year:
2010
Language:
english
Pages:
10
DOI:
10.1016/j.procs.2010.04.267
File:
PDF, 282 KB
english, 2010
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