Forecasting Volatility and Option Pricing for Exchange-Rate Dynamics: A Comparison of Models

ZEW Discussion Paper Nr. 93-19 // 1993
ZEW Discussion Paper Nr. 93-19 // 1993

Forecasting Volatility and Option Pricing for Exchange-Rate Dynamics: A Comparison of Models

Kähler, J. (1993), Forecasting Volatility and Option Pricing for Exchange-Rate Dynamics: A Comparison of Models, ZEW Discussion Paper Nr. 93-19, Mannheim.

Autoren/-innen J. Kähler