Realignment risk and currency option pricing in target zones

Bernard Dumas (), Peter Jennergren and Bertil Näslund

Working Papers from HAL

Keywords: Realignment risk; currency option; pricing; target zones (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (5)

Published in 1993

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Related works:
Journal Article: Realignment risk and currency option pricing in target zones (1995)
Working Paper: Realignment Risk and Currency Option Pricing in Target Zones (1993)
Working Paper: Realignment risk and currency option pricing in target zones (1992)
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