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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
nice paper to explain the basic concepts. –  Matt Wolf 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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