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The option on n assets with exchange rate and exercise price risk

Journal of Multinational Financial Management, 11(1): 1--15, 2001.
Authors: Spiros H. Martzoukos
URL: http://www.sciencedirect.com/science/article/B6VGV-423RH6P-1/1/a06fe78a510ec0135f6b66cdae6a173f
Tags: Derivatives models
| URL | BibTeX  
@article{Martzoukos2001,
title = {The option on n assets with exchange rate and exercise price risk},
author = {Spiros H. Martzoukos},
journal = {Journal of Multinational Financial Management},
month = {Feb},
number = {1},
pages = {1--15},
url = {http://www.sciencedirect.com/science/article/B6VGV-423RH6P-1/1/a06fe78a510ec0135f6b66cdae6a173f},
volume = {11},
year = {2001},
keywords = {Derivatives models }
}