Realignment risk and currency option pricing in target zones

Bernard Dumas (), Lars Peter Jennergren and Bertil Näslund

Working Papers from HAL

Keywords: Realignment risk; currency option; pricing; target zones (search for similar items in EconPapers)
Date: 1992
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Published in 1992

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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 (1993)
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