Realignment risk and currency option pricing in target zones

Reports Year :

(1) , ,

1

Bernard Dumas

HEC Paris - Recherche - Hors Laboratoire

Lars Peter Jennergren

Bertil Näslund

Realignment risk currency option pricing target zones

Strategy and business policy

https://hal-hec.archives-ouvertes.fr/hal-00611598

Submitted on : Tuesday, July 26, 2011-4:12:00 PM

Last modification on : Saturday, June 25, 2022-10:52:34 AM

hal-00611598 , version 1 (26-07-2011)

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