Siegel's Paradox and Pricing of Currency Options

Bernard Dumas (), Peter Jennergren and B. Naslund

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

Keywords: currencies; investments (search for similar items in EconPapers)
Pages: 10 pages
Date: 1993
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Citations: View citations in EconPapers (3)

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Journal Article: Siegel's paradox and the pricing of currency options (1995)
Working Paper: Siegel's paradox and the pricing of currency options (1993)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:pennif:93-8

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