Pricing currency options in the presence of time-varying volatility and non-normalities
| Year of publication: |
2006
|
|---|---|
| Authors: | Lim, G.C. ; Martin, G.M. ; Martin, V.L. |
| Published in: |
Journal of Multinational Financial Management. - Elsevier, ISSN 1042-444X. - Vol. 16.2006, 3, p. 291-314
|
| Publisher: |
Elsevier |