Pricing foreign currency options with stochastic volatility
Year of publication: |
1990
|
---|---|
Authors: | Melino, Angelo |
Other Persons: | Turnbull, Stuart M. (contributor) |
Published in: |
Journal of econometrics. - Amsterdam : North-Holland Publ. Co., ZDB-ID 879665-8. - Vol. 45.1990, 1, p. 239-265
|
Subject: | Währungsderivat | Currency derivative | CAPM | Theorie | Theory |
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