Siegel's paradox and the pricing of currency options - HEC Paris - École des hautes études commerciales de Paris Access content directly
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Siegel's paradox and the pricing of currency options

Bernard Dumas
  • Function : Author
HEC Paris - Recherche - Hors Laboratoire
Peter Jennergren
  • Function : Author
Bertil Näslund
  • Function : Author

Domains

Strategy and business policy

Antoine Haldemann  : Connect in order to contact the contributor

https://hal-hec.archives-ouvertes.fr/hal-00610764

Submitted on : Sunday, July 24, 2011-6:51:41 PM

Last modification on : Saturday, June 25, 2022-10:52:32 AM

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hal-00610764 , version 1 (24-07-2011)

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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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