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Covered arbitrage with currency options: A theoretical analysis

โœ Scribed by Dilip K. Ghosh; Dipasri Ghosh

Book ID
116511787
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
140 KB
Volume
16
Category
Article
ISSN
1044-0283

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We are grateful to Louis Ederington, Scott Linn, and Lee Willinger for helpful discussions. This article was presented at the 1992 F.M.A. meetings and we thank Gary Gastineau and Tom Miller for their comments. The Center for Financial Studies at the University of Oklahoma provided financial support