Currency barrier option pricing with mean reversion
Year of publication: |
2006
|
---|---|
Authors: | Hui, Cho H. ; Lo, C. F. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 26.2006, 10, p. 939-958
|
Subject: | Optionspreistheorie | Option pricing theory | Mean Reversion | Mean reversion | Hedging |
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