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- W51211447 abstract "Our aim is to propose an evaluation and a replicating strategy for a currency multiple option in an international multicurrencies no-arbitrage world with Gaussian interest rates. An example of application, namely the MAP strategy, is presented." @default.
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- W51211447 date "2000-01-01" @default.
- W51211447 modified "2023-10-01" @default.
- W51211447 title "Pricing and hedging of the currency multiple option on the maximum of several bonds" @default.
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