"Analytical upper bounds for American exotic currency options with a ..."

Zhi-Yuan Feng, Xu-Cheng Wang (2017)

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DOI: 10.1504/IJADS.2017.10004221

access: closed

type: Journal Article

metadata version: 2020-05-21

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Zhi-Yuan Feng, Xu-Cheng Wang:
Analytical upper bounds for American exotic currency options with a stochastic skew model. Int. J. Appl. Decis. Sci. 10(2): 131-155 (2017)

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