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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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| Open URL Style | http://www.informaworld.com/openurl?genre=article&issn=1350-486X&volume=3&issue=4&spage=295 |
| DOI | http://dx.doi.org/10.1080/13504869600000014 |
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To link directly to Applied Mathematical Finance, Volume 3 No. 4:
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| Paper ISSN | http://www.informaworld.com/1350-486X |
| Electronic ISSN | http://www.informaworld.com/1466-4313 |
