Modelling exchange rates in continuous time : theory, estimation and option pricing
Year of publication: |
1994
|
---|---|
Authors: | Perraudin, William R. M. ; Sørensen, Bent E. |
Publisher: |
Copenhagen : Inst. of Economics, Univ. |
Subject: | Währungsderivat | Currency derivative | Schätztheorie | Estimation theory | Theorie | Theory |
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