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Pricing Options on a Constrained Currency Index: Some Simulation Results

Berglund, Tom; Ringbom, Staffan; Vajanne, Laura - 1990

Persistent link: https://www.econbiz.de/10011935448

Pricing options on a constrained currency index : some simulation results

Berglund, Tom; Ringbom, Staffan; Vajanne, Laura - 1990

Persistent link: https://www.econbiz.de/10000816311

Foreign exchange risk in the EMS

Ringbom, Staffan (contributor); Berglund, Tom (contributor) - In: Journal of international financial markets, … 3 (1994) 3, pp. 5-23

Persistent link: https://www.econbiz.de/10001332816

A note on the implications of traded options on the pricing of the underlying stock

Berglund, Tom; Ringbom, Staffan - In: International Review of Economics & Finance 3 (1994) 1, pp. 119-123

Persistent link: https://www.econbiz.de/10005234944

Pricing currency options in target zone regime: Some consequences of state-dependent realignment

Berglund, Tom; Ringbom, Staffan - In: Scandinavian Journal of Management 9 (1993) Supplement 1, pp. 57-57

In this paper the pricing of currency options in a target zone model is discussed. The movement of the currency index is a product of the movement within the target zone and jumps in the target zone itself in the form of re- or devaluations. The probability of a re- or devaluation is modelled as...

Persistent link: https://www.econbiz.de/10009217918

A Note on the Implications of Traded Options on the Pricing of the Underlying Stock

Berglund, Tom; Ringbom, Staffan - In: International review of economics & finance : IREF 3 (1994) 1, pp. 119-124

Persistent link: https://www.econbiz.de/10007710870

Pricing Options on a Constrained Currency Index: Some Simulation Results

Berglund, Tom; Ringbom, Staffan; Vajanne, Laura - Elinkeinoelämän Tutkimuslaitos (ETLA) - 1990

Persistent link: https://www.econbiz.de/10010687514