Markov-switching models for exchange-rate dynamics and the pricing of foreign-currency options
Jürgen Kaehler and Volker Marnet
| Year of publication: |
1993
|
|---|---|
| Authors: | Kaehler, Jürgen ; Marnet, Volker |
| Publisher: |
Mannheim : ZEW |
| Subject: | Wechselkurs | Exchange rate | Wahrscheinlichkeitsrechnung | Probability theory | Währungsderivat | Currency derivative | CAPM | Theorie | Theory |
Elektronische Reproduktion von:
Kähler, Jürgen. Markov-switching models for exchange-rate dynamics and the pricing of foreign-currency options. - Mannheim : ZEW, 1993. - 29 S.
Persistent link: https://www.econbiz.de/10011619959