EconPapers    
Economics at your fingertips  
 

The Cash Premium: Option Pricing Under Asymmetric Processes, with Applications to Options on Deutschemark Futures

David S. Bates

Rodney L. White Center for Financial Research Working Papers from Wharton School Rodney L. White Center for Financial Research

References: Add references at CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:pennfi:36-88

Access Statistics for this paper

More papers in Rodney L. White Center for Financial Research Working Papers from Wharton School Rodney L. White Center for Financial Research Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().

 
Page updated 2019-04-12
Handle: RePEc:fth:pennfi:36-88