Pricing foreign currency options under stochastic interest rates

Kaushik I. Amin and Robert Jarrow ()

Journal of International Money and Finance, 1991, vol. 10, issue 3, 310-329

Date: 1991
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Chapter: Pricing foreign currency options under stochastic interest rates (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jimfin:v:10:y:1991:i:3:p:310-329

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