Currency option pricing with mean reversion and uncovered interest parity: a revision of the Garman-Kohlhagen model (Q1278069)
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scientific article; zbMATH DE number 1252695
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Currency option pricing with mean reversion and uncovered interest parity: a revision of the Garman-Kohlhagen model |
scientific article; zbMATH DE number 1252695 |
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Currency option pricing with mean reversion and uncovered interest parity: a revision of the Garman-Kohlhagen model (English)
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22 April 1999
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finance
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currency options
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0.8806636
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0.8784288
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0.87826407
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0.8753504
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0.87462205
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0.87330854
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