Modelling Exchange Rates in Continuous Time: Theory Estimation and Option Pricing

Bent Ejlif Sørensen, William Perraudin

Publikation: Working paper › Forskning

Originalsprog	Engelsk
Udgiver	Institue of Economics, University of Copenhagen
Antal sider	31
Status	Udgivet - 1994

Citationsformater

@techreport{0f1d3d5074c711dbbee902004c4f4f50,

title = "Modelling Exchange Rates in Continuous Time: Theory Estimation and Option Pricing",

author = "S{\o}rensen, {Bent Ejlif} and William Perraudin",

year = "1994",

language = "English",

publisher = "Institue of Economics, University of Copenhagen",

type = "WorkingPaper",

institution = "Institue of Economics, University of Copenhagen",

}