Realignment risk and currency option pricing in target zones

Reports Year :

(1) , ,

1

Bernard Dumas

HEC Paris - Recherche - Hors Laboratoire

Peter Jennergren

Bertil Näslund

Realignment risk currency option pricing target zones

Humanities and Social Sciences Business administration Strategy and business policy

https://hal-hec.archives-ouvertes.fr/hal-00610767

Submitted on : Sunday, July 24, 2011-7:33:59 PM

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

hal-00610767 , version 1 (24-07-2011)

Bernard Dumas, Peter Jennergren, Bertil Näslund. Realignment risk and currency option pricing in target zones. 1993. ⟨hal-00610767⟩