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Siegel's Paradox and Pricing of Currency Options.
Dumas, B.; Jennergren, L.P.; Naslund, B. - Weiss Center for International Financial Research, … - 1993
Persistent link: https://www.econbiz.de/10005631561
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Realignment Bank and Currency Option Pricing in Target Zones.
Dumas, B.; Jennergren, L.P.; Naslund, B. - Weiss Center for International Financial Research, … - 1993
Persistent link: https://www.econbiz.de/10005631569
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Currency Option Pricing in Credible Target Zones.
Dumas, B.; Jennergren, L.P.; Naslund, B. - Weiss Center for International Financial Research, … - 1993
Persistent link: https://www.econbiz.de/10005633585
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Realignment risk and currency option pricing in target zones
Dumas, B.; Jennergren, L.P.; Näslund, B. - In: European economic review : EER 39 (1995) 8, pp. 1523-1544
Persistent link: https://www.econbiz.de/10007625189