Currency option pricing with mean reversion and uncovered interest parity: A revision of the Garman-Kohlhagen model
| Year of publication: |
1997
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| Authors: | Ekvall, N. ; Jennergren, L.P. ; Näslund, B. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 100.1997, 1, p. 41-59
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