Predicting the value of foreign currency call options with the constant elasticity of variance diffusion process
Shmuel Hauser, Dan Galai, and Charles Bagley
| Year of publication: |
1992
|
|---|---|
| Authors: | Hauser, Shmuel |
| Other Persons: | Galai, Dan (contributor) ; Bagley, Charles N. (contributor) |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 1.1992, 3, p. 225-236
|
| Subject: | Währungsderivat | Currency derivative | CAPM | Prognose | Forecast | USA | United States | 1983-1984 |
| 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/10001140076