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A systematic approach to pricing and hedging international derivatives with interest rate risk: analysis of international derivatives under stochastic interest rates
Authors:
R
diger Frey a;
Daniel Sommer b
diger Frey a;
Daniel Sommer b
| Affiliations: | a Department of Mathematics, Zrich, Switzerland |
| b Department of Statistics, Faculty of Economics, University of Bonn, Bonn, Germany |
DOI:
10.1080/13504869600000014
Publication Frequency:
6 issues per year
Formats available:
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(English)
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