Currency option pricing with mean reversion and uncovered interest parity: A revision of the Garman-Kohlhagen model
| Year of publication: |
1997
|
|---|---|
| Authors: | Ekvall, Niklas ; Peter Jennergren, L. ; Naslund, Bertil |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 100.1997, 1, p. 41-59
|
| Publisher: |
Elsevier |