Arbeitspapier
Pricing Options on a Constrained Currency Index: Some Simulation Results
- Language
-
Englisch
- Bibliographic citation
-
Series: ETLA Discussion Papers ; No. 328
- Classification
-
Wirtschaft
- Event
-
Geistige Schöpfung
- (who)
-
Berglund, Tom
Ringbom, Staffan
Vajanne, Laura
- Event
-
Veröffentlichung
- (who)
-
The Research Institute of the Finnish Economy (ETLA)
- (where)
-
Helsinki
- (when)
-
1990
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Berglund, Tom
- Ringbom, Staffan
- Vajanne, Laura
- The Research Institute of the Finnish Economy (ETLA)
Time of origin
- 1990
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Some Notes on West African Currency
Markov-switching models for exchange-rate dynamics and the pricing of foreign-currency options
Strategic pricing of financial options
Pricing Bermudan options using regression
Pricing American options with Mellin transforms
Worst Case Pricing of Rainbow Options
Options-pricing formula with disaster risk
Pricing Kernels inferred from Bitcoin Options
Pricing American options with Mellin transforms
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Some Spatial Aspects of Currency Areas
Some economics of private digital currency