Authors: EKVALL N JENNERGREN LP NASLUND B

Citation: N. Ekvall et al., CURRENCY OPTION PRICING WITH MEAN REVERSION AND UNCOVERED INTEREST PARITY - A REVISION OF THE GARMAN-KOHLHAGEN MODEL, European journal of operational research, 100(1), 1997, pp. 41-59

Authors: JENNERGREN LP NASLUND B

Citation: Lp. Jennergren et B. Naslund, A CLASS OF OPTIONS WITH STOCHASTIC LIVES AND AN EXTENSION OF THE BLACK-SCHOLES FORMULA, European journal of operational research, 91(2), 1996, pp. 229-234

Authors: DUMAS B JENNERGREN LP NASLUND B

Citation: B. Dumas et al., REALIGNMENT RISK AND CURRENCY OPTION PRICING IN TARGET ZONES, European economic review, 39(8), 1995, pp. 1523-1544

Authors: DUMAS B JENNERGREN LP NASLUND B

Citation: B. Dumas et al., REALIGNMENT RISK AND CURRENCY OPTION PRICING IN TARGET ZONES, The Journal of finance, 49(3), 1994, pp. 1067-1067