International currency relationship information revealed by cross-option prices
Andrew F. Siegel
| Year of publication: |
1997
|
|---|---|
| Authors: | Siegel, Andrew F. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 17.1997, 4, p. 369-384
|
| Subject: | Optionspreistheorie | Option pricing theory | Währungsderivat | Currency derivative | Deutsche Mark | Yen | Pfund Sterling | Pound Sterling | Theorie | Theory | USA | United States | 1992-1993 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001221162