A study of diffusion processes for foreign exchange rates
Year of publication: |
1987
|
---|---|
Authors: | Tucker, Alan L. ; Scott, Elton |
Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 6.1987, 4, p. 465-478
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Predicting currency return volatility
Scott, Elton, (1989)
-
Tests of the black-scholes and constant elasticity of variance currency call option valuation models
Tucker, Alan L., (1988)
-
A study of diffusion processes for foreign exchange rates
Tucker, Alan L., (1987)
- More ...