Realignment risk and currency option pricing in target zones
Year of publication: |
1995
|
---|---|
Authors: | Dumas, B. ; Jennergren, L.P. ; Näslund, B. |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 2079690. - Vol. 39.1995, 8, p. 1523-1544
|
Saved in:
Saved in favorites
Similar items by person
-
Ekvall, N., (1997)
-
A class of options with stochastic lives and an extension of the Black-Scholes formula
Jennergren, L.P., (1996)
-
Siegel's Paradox and Pricing of Currency Options.
Dumas, B., (1993)
- More ...