An empirical examination of currency futures options under stochastic interest rates
Winnie P. H. Poon ; Edwin H. Duett
| Year of publication: |
1998
|
|---|---|
| Authors: | Poon, Winnie P. H. |
| Other Persons: | Duett, Edwin H. (contributor) |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 9.1998, 1, p. 29-50
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| Subject: | Währungsderivat | Currency derivative | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | USA | United States | 1991-1992 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001249654