Valuing foreign exchange rate derivatives with a bounded exchange process
Year of publication: |
1997
|
---|---|
Authors: | Ingersoll, Jonathan E. |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 1.1996, 2, p. 159-181
|
Subject: | Optionspreistheorie | Option pricing theory | Währungsderivat | Currency derivative | Wechselkurspolitik | Exchange rate policy | Theorie | Theory |
-
Currency option pricing in credible target zones
Dumas, Bernard, (1994)
-
Realignment risk and currency option pricing in target zones
Dumas, Bernard, (1995)
-
State-dependent realignments in target zone currency regimes
Christensen, Peter Ove, (1997)
- More ...
-
Realization Utility with Reference-Dependent Preferences
Ingersoll, Jonathan E., (2013)
-
Cox, John C., (1977)
-
Ingersoll, Jonathan E., (1978)
- More ...