Misspecification and the pricing and hedging of long-term foreign currency options
Angelo Melino and Stuart M. Turnbull
| Year of publication: |
1995
|
|---|---|
| Authors: | Melino, Angelo |
| Other Persons: | Turnbull, Stuart M. (contributor) |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 14.1995, 3, p. 373-393
|
| Subject: | Währungsderivat | Currency derivative | Optionspreistheorie | Option pricing theory | Hedging | 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/10001187522