Pricing currency options in the presence of time-varying volatility and non-normalities
G. C. Lim, G. M. Martin, V. L. Martin
| Year of publication: |
2006
|
|---|---|
| Authors: | Lim, Guay C. ; Martin, Gael M. ; Martin, Vance |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 16.2006, 3, p. 291-314
|
| Subject: | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Theorie | Theory |
| 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/10003328760