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Options to trade foreign currencies at the most favorable rate

Marc Chesney 1 Giovanni Barone-Adesi
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
Mots-clés : Options trade foreign currencies favorable rate
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Reports
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https://hal-hec.archives-ouvertes.fr/hal-00611993
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Wednesday, July 27, 2011 - 9:41:51 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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  • HAL Id : hal-00611993, version 1

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HEC | PARISTECH | CNRS | LARA

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Marc Chesney, Giovanni Barone-Adesi. Options to trade foreign currencies at the most favorable rate. 1991. ⟨hal-00611993⟩

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