Valuing foreign currency options with a mean-reverting process: a study of Hong Kong dollar
Year of publication: |
2008
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Authors: | Hui, C.H. ; Lo, C.F. ; Yeung, V. ; Fung, L. |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 13246938. - Vol. 13.2008, 1, p. 118
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