Valuing foreign exchange rate derivatives with a bounded exchange process

Review of Derivatives Research

Volumn 1, Issue 2, 1996, Pages 159-181

  Ingersoll Jr , Jonathan E ^a  

^a Yale Station   (United States)

Author keywords

Bounded process; Foreign exchange; Options; Target exchange rates

Indexed keywords

EID: 0040176473     PISSN: 13806645     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01531597     Document Type: Article

References (14)

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