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~person:"Castagna, Antonio"
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Black-Scholes model
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Castagna, Antonio
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The Kyoto economic review
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ECONIS (ZBW)
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FX options and smile risk
Castagna, Antonio
-
2010
Persistent link: https://www.econbiz.de/10003849324
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Consistent pricing and hedging of an FX options book
Bisesti, Lorenzo
;
Castagna, Antonio
;
Mercurio, Fabio
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 65-83
Persistent link: https://www.econbiz.de/10003379596
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