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    PROCEDIA
    2010
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    A PDE pricing framework for cross-currency interest rate derivatives

    13 years 2 months ago
    A PDE pricing framework for cross-currency interest rate derivatives
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    Duy Minh Dang, Christina C. Christara, Kenneth R.
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    Added 30 Jan 2011
    Updated 30 Jan 2011
    Type Journal
    Year 2010
    Where PROCEDIA
    Authors Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson, Asif Lakhany
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