Craig, Ben R. (contributor); Keller, Joachim G. (contributor) - 2003 - [Elektronische Ressource]
applying this theory, however.
The most liquid foreign exchange options, sold on the Chicago Mercantile Exchange
are American … generate equation (1) from the theory of option
pricing, such as application of Feynmann-Kac to the partial differential … used, even those that
occasionally did not meet the arbitrage conditions implied by option theory. (In the
two million data …