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Consistent pricing and hedging of an FX options book
Bisesti, Lorenzo
;
Castagna, Antonio
;
Mercurio, Fabio
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 65-83
Persistent link: https://www.econbiz.de/10003379596
Saved in:
2
Consistent pricing and hedging of an FX options book
Bisesti, Lorenzo
;
Castagna, Antonio
;
Mercurio, Fabio
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 65-83
Persistent link: https://www.econbiz.de/10009934646
Saved in:
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