Estimation of empirical pricing equations for foreign-currency options : econometric models vs. arbitrage-free models
Derming Lieu
| Year of publication: |
1997
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|---|---|
| Authors: | Lieu, Der-ming |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 6.1997, 3, p. 259-286
|
| Subject: | Sheen Thomas Kassouf | Optionspreistheorie | Option pricing theory | Ökonometrie | Econometrics | Devisenoption | Currency option | Theorie | Theory |
| 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/10001230481