Pricing currency options in the presence of time-varying volatility and non-normalities

Guay C. Lim (), G.M. Martin and V.L. Martin
Authors registered in the RePEc Author Service: Vance Lindsay Martin and Gael Margaret Martin

Journal of Multinational Financial Management, 2006, vol. 16, issue 3, pages 291-314

Date: 2006

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Persistent link: http://EconPapers.repec.org/RePEc:eee:mulfin:v:16:y:2006:i:3:p:291-314

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