Markov-Switching Models for Exchange-Rate Dynamics and the Pricing of Foreign-Currency Options

ZEW Discussion Paper
ZEW Discussion Paper

Markov-Switching Models for Exchange-Rate Dynamics and the Pricing of Foreign-Currency Options

Kähler, J. und V. Marnet (1993), Markov-Switching Models for Exchange-Rate Dynamics and the Pricing of Foreign-Currency Options , ZEW Discussion Paper No. 93-03, Mannheim, erschienen in: Econometric Analysis of Financial Markets, Kaehler and Kugler, eds, Physica.

Autoren J., Kähler // V., Marnet