Siegel's paradox and the pricing of currency options

Bernard Dumas (), Peter Jennergren and Bertil Näslund

Working Papers from HAL

Keywords: Siegel's paradox; pricing; currency options (search for similar items in EconPapers)
Date: 1993
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Published in 1993

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Journal Article: Siegel's paradox and the pricing of currency options (1995)
Working Paper: Siegel's Paradox and Pricing of Currency Options (1993)
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