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How would one price a derivative denominated in EUR that pays in USD?

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Does this paper help? – chrisaycock♦ Oct 23 '12 at 13:29
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nice paper to explain the basic concepts. – Freddy Oct 23 '12 at 13:53
@chrisaycock: thank you I will have a look, my stochastic calculus is quite bad so I may struggle a bit. – BlueTrin Oct 23 '12 at 15:12

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