Pricing currency options in tranquil markets : modelling volatility frowns
Year of publication: |
2002
|
---|---|
Authors: | Lim, Guay C. ; Martin, Gael M. ; Martin, Vance |
Publisher: |
[Clayton, Victoria] |
Subject: | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
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