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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: Rdiger 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

Published in: Applied Mathematical Finance, Volume 3, Issue 4 December 1996 , pages 295 - 317

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Formats available: PDF (English)

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