Currency option pricing in credible target zones

Reports Year :

(1) , ,

1

Bernard Dumas

HEC Paris - Recherche - Hors Laboratoire

Lars Peter Jennergren

Bertil Näslund

Currency option pricing credible target zones

Humanities and Social Sciences Business administration Strategy and business policy

https://hal-hec.archives-ouvertes.fr/hal-00611601

Submitted on : Tuesday, July 26, 2011-4:15:06 PM

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

hal-00611601 , version 1 (26-07-2011)

Bernard Dumas, Lars Peter Jennergren, Bertil Näslund. Currency option pricing in credible target zones. 1992. ⟨hal-00611601⟩