A Numerically Efficient Valuation Method for American Currency Options with Stochastic Interest Rates

Resource

臺灣管理學刊 3 (2): 1-28

Journal

臺灣管理學刊

Journal Issue

3

Pages

1-28

Date Issued

2003-05

Author(s)

DOI

10.6295/TAMJ.2003.0302.01

URI

http://scholars.lib.ntu.edu.tw/handle/123456789/304700

Type

journal article

File(s)

Name

15.pdf

Size

455.86 KB

Format

Adobe PDF

Checksum

(MD5):ec113cd77725b175a0b66967b8dd7520