Stochastic skew in currency options
Year of publication: |
2007
|
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Authors: | Carr, Peter ; Wu, Liuren |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 86.2007, 1, p. 213-247
|
Subject: | Devisenoption | Currency option | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Währungsderivat | Currency derivative |
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