Systematic jump risks in a small open economy: simultaneous equilibrium valuation of options on the market portfolio and the exchange rate

✍ Scribed by Melanie Cao

• Book ID: 117427663
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 153 KB
• Volume: 20
• Category: Article
• ISSN: 0261-5606
• DOI: 10.1016/s0261-5606(00)00053-x