Pricing Currency Futures Options with Lognormally Distributed Jumps
Year of publication: |
1994
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Authors: | Tucker, Alan L. ; Madura, Jeff ; Marshall, John F. |
Published in: |
Journal of business finance & accounting : JBFA. - Oxford : Blackwell, ISSN 0306-686X, ZDB-ID 1929628. - Vol. 21.1994, 6, p. 857-874
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