Theoretical and Empirical Investigations of Triangular Relations between Currency Options

Marc Chesney
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Marc Chesney: GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC - HEC Paris - Ecole des Hautes Etudes Commerciales - CNRS - Centre National de la Recherche Scientifique

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Keywords: Theoretical; Empirical; Investigations; Triangular; Relations; Currency Options (search for similar items in EconPapers)
Date: 1987
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Published in 1987

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Persistent link: https://EconPapers.repec.org/RePEc:hal:wpaper:hal-00612698

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