Misspecification and the pricing and hedging of long-term foreign currency options
| Year of publication: |
1995
|
|---|---|
| Authors: | Melino, Angelo ; Turnbull, Stuart M. |
| Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 14.1995, 3, p. 373-393
|
| Publisher: |
Elsevier |