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. Download

Autoren

Kähler, J.
Marnet, V.