Pricing foreign exchange options under intervention by absorption modeling
Taiga Saito
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Saito, Taiga |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 23.2016, 1, p. 85-106
|
| Subject: | Intervention | Options | Foreign exchange | Absorption | Wechselkurspolitik | Exchange rate policy | Währungsderivat | Currency derivative | Optionspreistheorie | Option pricing theory | Devisenoption | Currency option |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-016-9210-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011619875