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

Duy Minh Dang et al. (2010)

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DOI: 10.1016/J.PROCS.2010.04.267

access: open

type: Conference or Workshop Paper

metadata version: 2025-11-02

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Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson, Asif Lakhany:
A PDE pricing framework for cross-currency interest rate derivatives. ICCS 2010: 2371-2380

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