The distribution of exchange rate returns and tahe pricing of currency opations
G. C. Lim ...
| Year of publication: |
1998
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|---|---|
| Authors: | Lim, Guay C. ; Lye, Jenny N. ; Martin, Gael M. ; Martin, Vance |
| Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 45.1998, 2, p. 351-368
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| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Währungsderivat | Currency derivative | Schätzung | Estimation | Welt | World | 1984-1991 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of international economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001395805