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Pricing foreign currency options with stochastic volatility
Melino, Angelo; Turnbull, Stuart M. - 1988
Persistent link: https://www.econbiz.de/10000772329
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Pricing foreign currency options with stochastic volatility
Melino, Angelo - In: Journal of econometrics 45 (1990) 1, pp. 239-265
Persistent link: https://www.econbiz.de/10001332073
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Misspecification and the pricing and hedging of long-term foreign currency options
Melino, Angelo - In: Journal of international money and finance 14 (1995) 3, pp. 373-393
Persistent link: https://www.econbiz.de/10001187522
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The pricing of foreign currency options
Melino, Angelo - In: The Canadian journal of economics 24 (1991) 2, pp. 251-281
Persistent link: https://www.econbiz.de/10001115711
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The pricing of foreign currency options
Melino, Angelo; Turnbull, Stuart M. - 1987
Persistent link: https://www.econbiz.de/10003630338