Publication: A PDE Pricing Framework for Cross-Currency Interest Rate Derivatives
All || By Area || By Year| Title | A PDE Pricing Framework for Cross-Currency Interest Rate Derivatives | Authors/Editors* | D. M. Dang, C. C. Christara, K. R. Jackson and A. Lakhany |
|---|---|
| Where published* | Proceedings of the Workshop on Computational Finance and Business Intelligence, International Conference In Computational Science |
| How published* | Journal |
| Year* | 2010 |
| Volume | |
| Number | |
| Pages | 2365--2374 |
| Publisher | |
| Keywords | |
| Link | |
| Abstract |
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