مرکز منطقه ای اطلاع رساني علوم و فناوري - Currency option pricing with mean reversion and uncovered interest parity: A revision of the Garman-Kohlhagen model

Title of article :

Currency option pricing with mean reversion and uncovered interest parity: A revision of the Garman-Kohlhagen model

Author/Authors :

Niklas Ekvall، نويسنده , , L. Peter Jennergren، نويسنده , , Bertil N?slund، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

To page :

Keywords :

Currency options , finance

Journal title :

European Journal of Operational Research

Serial Year :

1997

Journal title :

European Journal of Operational Research

Record number :

212144

Link To Document :