Currency barrier option pricing with mean reversion

Journal of Futures Markets

Volumn 26, Issue 10, 2006, Pages 939-958

  Hui, C H ^a   Lo, C F ^b  

^a HONG KONG MONETARY AUTHORITY   (Hong Kong)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33748958818     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20223     Document Type: Article

References (26)

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