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Currency lookback options and observation frequency : a binomial approach
Cheuk, Terry Hon Fu
- In:
Journal of international money and finance
16
(
1997
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10001225600
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Pricing default swaps : empirical evidence
Houweling, Patrick
;
Vorst, Ton
- In:
Journal of international money and finance
24
(
2005
)
8
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pp. 1200-1225
Persistent link: https://www.econbiz.de/10003229303
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