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

張森林2018-09-102018-09-102003-05http://scholars.lib.ntu.edu.tw/handle/123456789/304700application/pdf466803 bytesapplication/pdfA Numerically Efficient Valuation Method for American Currency Options with Stochastic Interest Ratesjournal article10.6295/TAMJ.2003.0302.01