Equilibrium Valuation of Currency Options in a Small Open Economy
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KeywordsExchange rates; Systematic jumps; Currency options; Open economy; Equilibrium;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F31 - International Economics - - International Finance - - - Foreign Exchange
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