Estimation of empirical pricing equations for foreign-currency options : econometric models vs. arbitrage-free models
Year of publication: |
1997
|
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Authors: | Lieu, Der-ming |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 6.1997, 3, p. 259-286
|
Subject: | Sheen Thomas Kassouf | Optionspreistheorie | Option pricing theory | Ökonometrie | Econometrics | Devisenoption | Currency option | Theorie | Theory |
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