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Realignment risk and currency option pricing in target zones

Bernard Dumas 1 Lars Peter Jennergren Bertil Näslund
1 HEC Paris - Recherche - Hors Laboratoire
Keywords : Realignment risk currency option pricing target zones
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https://hal-hec.archives-ouvertes.fr/hal-00611598
Contributor : Antoine Haldemann <>
Submitted on : Tuesday, July 26, 2011 - 4:12:00 PM
Last modification on : Friday, September 16, 2016 - 3:21:07 PM

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  • HAL Id : hal-00611598, version 1

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Bernard Dumas, Lars Peter Jennergren, Bertil Näslund. Realignment risk and currency option pricing in target zones. 1992. ⟨hal-00611598⟩

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