Markov-switching models for exchange-rate dynamics and the pricing of foreign-currency options
| Year of publication: |
1993
|
|---|---|
| Authors: | Kaehler, Jürgen ; Marnet, Volker |
| Institutions: | Zentrum für Europäische Wirtschaftsforschung (ZEW) |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 93-03 |
| Source: |
Persistent link: https://www.econbiz.de/10008567557