INTERNATIONAL CURRENCY RELATIONSHIP INFORMATION REVEALED BY CROSS-OPTION PRICES

Authors
SIEGEL AF
Citation
Af. Siegel, INTERNATIONAL CURRENCY RELATIONSHIP INFORMATION REVEALED BY CROSS-OPTION PRICES, The journal of futures markets, 17(4), 1997, pp. 369-384
Citations number
7
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
17
Issue
4
Year of publication
1997
Pages
369 - 384
Database
ISI
SICI code
0270-7314(1997)17:4<369:ICRIRB>2.0.ZU;2-K