Pricing foreign currency and cross-currency options under GARCH
Jin-chuan Duan and Jason Z. Wei
| Year of publication: |
1999
|
|---|---|
| Authors: | Duan, Jin-Chuan ; Wei, Jason |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 7.1999, 1, p. 51-68
|
| Subject: | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Theorie | Theory | Japan | USA | United States | 1994-1999 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of derivatives |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001432469