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Year of Publication | Title | Author(s) |
---|---|---|
2008 | FX basket options | Hakala, Jürgen; Wystup, Uwe |
2006 | Interest rate convexity and the volatility smile | Boenkost, Wolfram; Schmidt, Wolfgang M. |
2004 | Cross currency swap valuation | Boenkost, Wolfram; Schmidt, Wolfgang M. |