Pricing of European currency options considering the dynamic information costs
Wael Dammak, Salah Ben Hamad, Christian de Peretti, Hichem Eleuch
| Year of publication: |
2023
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|---|---|
| Authors: | Dammak, Wael ; Ben Hamad, Salah ; Peretti, Christian de ; Eleuch, Hichem |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 58.2023, p. 1-19
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| Subject: | Currency options | Garman and Kohlhagen's model | Dynamic information costs | Derivatives | Market imperfections | Beer–Lambert law | Informationskosten | Information costs | Derivat | Derivative | Devisenoption | Currency option | Währungsderivat | Currency derivative | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2023.100897 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014633228