悬赏 30 个论坛币 已解决
1.Closed form pricing of fx options under stochastic rates and volatility
作者:J.Andreasen,Presentation at Global Derivatives Conference,2006
2.Currency option pricing with stochatic domestic and foreign interest rates
作者:Hilliard.J J.Madura and A. Tucker,1991
3.Pricing cross-currency options
作者:Rumsey.J Journal of Futures Markets,1991
4.A multicurrency extension of the lognormal interest rate market models
作者:Schlogl.E,2002
5.Valuation of cross-currency derivatives with stochastic interest rates in a three-factor model
作者:Takahashi A. and N. Tokioka,1999
每篇悬赏6金币