Valuing foreign currency options with a mean-reverting process : a study of Hong Kong dollar
C. H. Hui, C. F. Lo, V. Yeung and L. Fung
| Year of publication: |
2008
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|---|---|
| Authors: | Hui, Cho H. ; Lo, C. F. ; Yeung, V. ; Fung, L. |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 13.2008, 1, p. 118-134
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| Subject: | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Theorie | Theory | Hongkong | Hong Kong |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003705590