An equilibrium approach to pricing foreign currency options

European Financial Management

Volumn 3, Issue 1, 1997, Pages 63-84

  Sørensen, Carsten ^a  

^a Copenhagen Business School ^*  (Denmark)

Author keywords

European and American currency options; General equilibrium; Stochastic interest rates

Indexed keywords

EID: 85008415877     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/1468-036X.00031     Document Type: Article

References (0)