Siegel's paradox and the pricing of currency options

Bernard Dumas (), Peter Jennergren and Bertil Naslund

Journal of International Money and Finance, 1995, vol. 14, issue 2, 213-223

Date: 1995
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Citations: View citations in EconPapers (11)

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Related works:
Working Paper: Siegel's Paradox and Pricing of Currency Options (1993)
Working Paper: Siegel's paradox and the pricing of currency options (1993)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jimfin:v:14:y:1995:i:2:p:213-223

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