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~subject:"Währungsderivat"
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Währungsderivat
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Melino, Angelo
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Turnbull, Stuart M.
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ECONIS (ZBW)
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1
Pricing foreign currency options with stochastic volatility
Melino, Angelo
;
Turnbull, Stuart M.
-
1988
Persistent link: https://www.econbiz.de/10000772329
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2
The pricing of foreign currency options
Melino, Angelo
;
Turnbull, Stuart M.
-
1987
Persistent link: https://www.econbiz.de/10003630338
Saved in:
3
The pricing of foreign currency options
Melino, Angelo
- In:
The Canadian journal of economics
24
(
1991
)
2
,
pp. 251-281
Persistent link: https://www.econbiz.de/10001115711
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4
Pricing foreign currency options with stochastic volatility
Melino, Angelo
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 239-265
Persistent link: https://www.econbiz.de/10001332073
Saved in:
5
Misspecification and the pricing and hedging of long-term foreign currency options
Melino, Angelo
- In:
Journal of international money and finance
14
(
1995
)
3
,
pp. 373-393
Persistent link: https://www.econbiz.de/10001187522
Saved in:
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