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Systematic jump risks in a small open economy : simultaneous equilibrium valuation of options on the market portfolio and the exchange rate
Cao, Melanie - In: Journal of international money and finance 20 (2001) 2, pp. 191-218
Persistent link: https://www.econbiz.de/10001554410
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Equilibrium valuation of currency options in a small open economy
Cao, Melanie - 1997
Persistent link: https://www.econbiz.de/10013400592
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Equilibrium valuation of options on the market portfolio with stochastic volatility and return predictability
Cao, Melanie - 1997
Persistent link: https://www.econbiz.de/10013400593