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Theoretical and Empirical Investigations of Triangular Relations between Currency Options

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https://hal-hec.archives-ouvertes.fr/hal-00612698
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Friday, July 29, 2011 - 9:03:01 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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  • HAL Id : hal-00612698, version 1

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Marc Chesney. Theoretical and Empirical Investigations of Triangular Relations between Currency Options. 1987. ⟨hal-00612698⟩

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