Valuing foreign currency options with a mean-reverting process : a study of Hong Kong dollar
Year of publication: |
2008
|
---|---|
Authors: | Hui, Cho H. ; Lo, C. F. ; Yeung, V. ; Fung, L. |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 13.2008, 1, p. 118-134
|
Subject: | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Theorie | Theory | Hongkong | Hong Kong |
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