Markov-switching models for exchange-rate dynamics and the pricing of foreign-currency options
Juergen Kaehler and Volker Marnet
| Year of publication: |
1993
|
|---|---|
| Authors: | Kähler, Jürgen ; Marnet, Volker |
| Publisher: |
Mannheim : ZEW |
| Subject: | Wechselkurs | Exchange rate | Wahrscheinlichkeitsrechnung | Probability theory | Währungsderivat | Currency derivative | CAPM | Theorie | Theory |
| Extent: | 29 S. graph. Darst. |
|---|---|
| Series: | Discussion paper. - Mannheim : ZEW, ZDB-ID 1198556-2. - Vol. 93,03 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 27 - 39 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013427891