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

ZEW Discussion Paper No. 93-19 // 1993
ZEW Discussion Paper No. 93-19 // 1993

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

Forecasting Volatility and Option Pricing for Exchange-Rate Dynamics: A Comparison of Models, ZEW Discussion Paper No. 93-19, Mannheim.

Authors J. Kähler