Misspecification and the pricing and hedging of long-term foreign currency options
Year of publication: |
1995
|
---|---|
Authors: | Melino, Angelo |
Other Persons: | Turnbull, Stuart M. (contributor) |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 14.1995, 3, p. 373-393
|
Subject: | Währungsderivat | Currency derivative | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory |
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