Title of article
Realignment risk and currency option pricing in target zones
Author/Authors
Bernard Dumas، نويسنده , , L. Peter Jennergren، نويسنده , , Bertil N?slund، نويسنده ,
Issue Information
ماهنامه با شماره پیاپی سال 1995
Pages
22
From page
1523
To page
1544
Keywords
Target zones , Realignments , Jump risk , Currency options , Endogenous volatility , Timevarying volatility
Journal title
European Economic Review
Serial Year
1995
Journal title
European Economic Review
Record number
150903
Link To Document