Siegel's paradox and the pricing of currency options
Year of publication: |
1993
|
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Authors: | Dumas, Bernard ; Jennergren, Lars Peter ; Näslund, Bertil |
Institutions: | Chambre de commerce et d'industrie de Paris (contributor) |
Publisher: |
Paris : Chambre de Commerce et d'Industrie de Paris |
Subject: | Optionspreistheorie | Option pricing theory | Währungsderivat | Currency derivative |
Extent: | 10 Bl |
---|---|
Series: | Les cahiers de recherche / HEC Paris. - Jouy-en-Josas, ZDB-ID 2394841-3. - Vol. 479 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 2-85418-479-3 |
Source: | ECONIS - Online Catalogue of the ZBW |
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