Pricing European currency options : a comparison of the modified Black-Scholes model and a random variance model
Year of publication: |
1989
|
---|---|
Authors: | Chesney, Marc |
Other Persons: | Scott, Louis O. (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 24.1989, 3, p. 267-284
|
Subject: | Währungsderivat | Currency derivative | Theorie | Theory | Schweiz | Switzerland | 1984 |
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