General equilibrium pricing of currency and currency options
Du Du
Year of publication: |
2013
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Authors: | Du, Du |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 110.2013, 3, p. 730-751
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Subject: | Variable disaster | Recursive preference | Stochastic skewness | Carry trade | Uncovered interest parity anomaly | Zinsparität | Interest rate parity | Risikoprämie | Risk premium | Allgemeines Gleichgewicht | General equilibrium | CAPM | Währungsspekulation | Currency speculation | Optionspreistheorie | Option pricing theory |
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