Realignment risk and currency option pricing in target zones

Bernard Dumas; Peter Jennergren; Bertil Näslund

Reports

Realignment risk and currency option pricing in target zones

Bernard Dumas ¹ Peter Jennergren Bertil Näslund

1 HEC Paris - Recherche - Hors Laboratoire

Keywords : Realignment risk currency option pricing target zones

Document type :

Reports

Domain :

Humanities and Social Sciences / Business administration / Strategy and business policy

Complete list of metadata

https://hal-hec.archives-ouvertes.fr/hal-00610767
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Sunday, July 24, 2011 - 7:33:59 PM
Last modification on : Friday, September 16, 2016 - 3:21:08 PM

Realignment risk and currency option pricing in target zones

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Realignment risk and currency option pricing in target zones

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