Skip to main content
Article thumbnail
Location of Repository

Realignment risk and currency option pricing in target zones

By Bernard Dumas, Bertil Naslund, Peter Jennergren and 78 - Jouy-en-Josas (France). Groupe HEC Chambre de Commerce et d'Industrie de Paris

Abstract

SIGLEAvailable at INIST (FR), Document Supply Service, under shelf-number : DO 2461 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc

Topics: 05Z - Banking, finance, taxation, 12B - Statistics, operations research, Realignment risk and currency option pricing in target zones [ jump risk, endogenous risk, time-varying volatility]
Year: 1993
OAI identifier:
Provided by: OpenGrey Repository
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://hdl.handle.net/10068/10... (external link)
  • Suggested articles


    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.