Pricing foreign exchange options : incorporating purchasing power parity /
This book develops a new and interesting approach to the valuation of foreign exchange options. The authors synthesise international monetary theory with the Samuelson-Black-Scholes insight that assets prices follow diffusion processes, and obtain a system of stochastic differential equations to mod...
|Published:||Hong Kong : Hong Kong University Press, 1998.|
|Online Access:||EBSCOhost Access is available only to authorized users.|
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