Predicting the value of foreign currency call options with the Constant Elasticity of Variance diffusion process
| Year of publication: |
1992
|
|---|---|
| Authors: | Hauser, Shmuel ; Galai, Dan ; Bagley, Charles |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 1.1992, 3, p. 225-236
|
| Publisher: |
Elsevier |