Siegel's Paradox and Pricing of Currency Options
Download full text from publisherTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- 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.
- Bardhan, Indrajit, 1995. "Exchange rate shocks, currency options and the Siegel paradox," Journal of International Money and Finance, Elsevier, vol. 14(3), pages 441-458, June.
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fth:pennif:93-8. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel). General contact details of provider: http://edirc.repec.org/data/wcupaus.html .
We have no references for this item. You can help adding them by using this form .