Markov-Switching models for exchange-rate dynamics and the pricing of foreign-currency options
by Juergen Kaehler and Volker Marnet
| Year of publication: |
1994
|
|---|---|
| Authors: | Kaehler, Jürgen |
| Other Persons: | Marnet, Volker (contributor) |
| Published in: |
Econometric analysis of financial markets. - Heidelberg : Physica-Verl., ISBN 0-387-91476-5. - 1994, p. 203-230
|
| Subject: | Wechselkurs | Exchange rate | Wahrscheinlichkeitsrechnung | Probability theory | Währungsderivat | Currency derivative | CAPM | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001284428