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A note on the evidence on alternative models of thebanking firm: A cross section study of commercial loan rates

✍ Scribed by Myron B. Slovin; Marie Elizabeth Sushka

Book ID
117528827
Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
541 KB
Volume
8
Category
Article
ISSN
0378-4266

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## Abstract This article implements a currency option pricing model for the general case of stochastic volatility, stochastic interest rates, and jumps in an attempt to reconcile levels of risk‐neutral skewness and kurtosis with observed option prices on the Japanese yen and to analyze the informat