The performance of alternative valuation models in the OTC currency options market
Year of publication: |
2003
|
---|---|
Authors: | Bollen, Nicolas P. B. ; Rasiel, Emma |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 22.2003, 1, p. 33-64
|
Subject: | Optionspreistheorie | Option pricing theory | Devisenoption | Currency option | ARCH-Modell | ARCH model | Theorie | Theory |
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