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Currency option pricing with mean reversion and uncovered interest parity : a revision of the Garman-Kohlhagen model
Ekvall, Niklas; Jennergren, Lars Peter; Näslund, Bertil - 1993
Persistent link: https://www.econbiz.de/10000878104
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Currency option pricing in a family of exchange rate regimes
Ekvall, Niklas; Jennergren, Lars Peter; Näslund, Bertil - 1993
Persistent link: https://www.econbiz.de/10000879346
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Currency option pricing in a family of exchange rate regimes
Ekvall, Niklas - In: Advances in futures and options research : a research annual 8 (1995), pp. 113-143
Persistent link: https://www.econbiz.de/10001211302
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Currency option pricing with mean reversion and uncovered interest parity: A revision of the Garman-Kohlhagen model
Ekvall, Niklas; Peter Jennergren, L.; Naslund, Bertil - In: European Journal of Operational Research 100 (1997) 1, pp. 41-59
Persistent link: https://www.econbiz.de/10005287453