• Title of article

    Currency option pricing with mean reversion and uncovered interest parity: A revision of the Garman-Kohlhagen model

  • Author/Authors

    Niklas Ekvall، نويسنده , , L. Peter Jennergren، نويسنده , , Bertil N?slund، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1997
  • Pages
    19
  • From page
    41
  • To page
    59
  • Keywords
    Currency options , finance
  • Journal title
    European Journal of Operational Research
  • Serial Year
    1997
  • Journal title
    European Journal of Operational Research
  • Record number

    212144

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=212144