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

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

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

Date: 2006
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Citations: View citations in EconPapers (9)

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