[文献] 【文献求助】外文文献5篇（悬赏30币） [推广有奖]

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xingyudkh 发表于 2011-6-3 22:53:12 |AI写论文

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1.Closed form pricing of fx options under stochastic rates and volatility
作者：J.Andreasen,Presentation at Global Derivatives Conference,2006

2.Currency option pricing with stochatic domestic and foreign interest rates
作者：Hilliard.J J.Madura and A. Tucker,1991

3.Pricing cross-currency options
作者：Rumsey.J Journal of Futures Markets,1991

4.A multicurrency extension of the lognormal interest rate market models
作者：Schlogl.E,2002

5.Valuation of cross-currency derivatives with stochastic interest rates in a three-factor model
作者：Takahashi A. and N. Tokioka,1999

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