Currency option pricing with stochastic interst rates and transaction costs : a theoretical model
Year of publication: |
1994
|
---|---|
Authors: | Tamborski, Mariusz |
Publisher: |
Badia Fiesolana, San Domenico (FI) : European Univ. Inst., Economics Dep. |
Subject: | Währungsderivat | Currency derivative | Transaktionskosten | Transaction costs | Optionspreistheorie | Option pricing theory |
Extent: | 35 S |
---|---|
Series: | EUI working paper / ECO. - San Domenico : EUI, ZDB-ID 1385859-2. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Literaturverz. S. 33 - 35 |
Source: | ECONIS - Online Catalogue of the ZBW |
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