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Locally complete markets, exchange rates and currency options - MaRDI portal

Locally complete markets, exchange rates and currency options

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Publication:1418774

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DOI10.1023/A:1022869920134zbMath1070.91016MaRDI QIDQ1418774

Dong-Hyun Ahn, Bin Gao

Publication date: 14 January 2004

Published in: Review of Derivatives Research (Search for Journal in Brave)

zbMATH Keywords

common shocks Heath-Jarrow-Morton country specific shocks pricing kernels

Mathematics Subject Classification ID

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