Realignment Risk and Currency Option Pricing in Target Zones
Year of publication: |
1993-09
|
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Authors: | Dumas, Bernard ; Jennergren, L. Peter ; Naslund, Bertil |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP IFM published as European Economic Review, Vol. 39, (1995), pp. 1523-1566. Number 4458 |
Classification: | F31 - Foreign Exchange ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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