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Siegel's paradox and the pricing of currency options

Bernard Dumas 1 Peter Jennergren Bertil Näslund
1 HEC Paris - Recherche - Hors Laboratoire
Keywords : Siegel's paradox pricing currency options
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https://hal-hec.archives-ouvertes.fr/hal-00610764
Contributor : Antoine Haldemann <>
Submitted on : Sunday, July 24, 2011 - 6:51:41 PM
Last modification on : Friday, September 16, 2016 - 3:21:08 PM

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  • HAL Id : hal-00610764, version 1

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Bernard Dumas, Peter Jennergren, Bertil Näslund. Siegel's paradox and the pricing of currency options. 1993. ⟨hal-00610764⟩

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