Currency Option Pricing in Credible Target Zones

Bernard Dumas (), Peter Jennergren and B. Naslund

Weiss Center Working Papers from Wharton School - Weiss Center for International Financial Research

Keywords: exchange rate; financial policy (search for similar items in EconPapers)
Pages: 16 pages
Date: 1993
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Citations: View citations in EconPapers (9)

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Working Paper: Currency Option Pricing in Credible Target Zones (1993)
Working Paper: Currency option pricing in credible target zones (1992)
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