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Analytical boundaries and approximations of the prices and hedge ratios of average exchange rate options

Author
VORST, T
Groupe HEC. Jouy-en-Josas, France
Association Française de Finance. (AFFI ). Jouy-en-Josas, France
Erasmus University Rotterdam
Conference name
International Conference in Finance (1990)
Source

Analytical boundaries and approximations of the prices and hedge ratios of average exchange rate options. 1990, 12 p., ref : bibliogr. (1 p.)

Document type
Conference Proceedings
Language
English
Classification
Francis
616 Doge / Company management / 616-2 Finance-accounting

Discipline
Corporate management
Origin
Inist-CNRS
Database
FRANCIS
INIST identifier
11851767

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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