Systematic jump risks in a small open economy : simultaneous equilibrium valuation of options on the market portfolio and the exchange rate
Year of publication: |
2001
|
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Authors: | Cao, Melanie |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 20.2001, 2, p. 191-218
|
Subject: | Optionspreistheorie | Option pricing theory | Kleine offene Volkswirtschaft | Small open economy | Wechselkurs | Exchange rate | Portfolio-Management | Portfolio selection | Theorie | Theory |
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