Pricing foreign currency options with stochastic volatility

Pricing foreign currency options with stochastic volatility

Angelo Melino, Stuart M. Turnbull
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Volume:
45
Year:
1990
Language:
english
Pages:
27
DOI:
10.1016/0304-4076(90)90100-8
File:
PDF, 1.61 MB
english, 1990
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