Exchange rate shocks, currency options and the Siegel paradox
No abstract is available for this item.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Bernard Dumas & L. Peter Jennergren & Bertil Naslund, 1993.
"Realignment Risk and Currency Option Pricing in Target Zones,"
NBER Working Papers
4458, National Bureau of Economic Research, Inc.
- Dumas, Bernard & Peter Jennergren, L. & Naslund, Bertil, 1995. "Realignment risk and currency option pricing in target zones," European Economic Review, Elsevier, vol. 39(8), pages 1523-1544, October.
- Dumas, B. & Jennergren, L.P. & Naslund, B., 1993. "Siegel's Paradox and Pricing of Currency Options," Weiss Center Working Papers 93-8, Wharton School - Weiss Center for International Financial Research.
When requesting a correction, please mention this item's handle: RePEc:eee:jimfin:v:14:y:1995:i:3:p:441-458. See general information about how to correct material in RePEc.
If references are entirely missing, you can add them using this form.