Option prices and risk-neutral densities for currency cross rates

Journal of Futures Markets

Volumn 30, Issue 4, 2010, Pages 324-360

  Taylor, Stephen J ^a   Wang, Yaw Huei ^b  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77955651009     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20420     Document Type: Article

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