Pricing currency options in the presence of time-varying volatility and non-normalities

G C Lim, Gael Margaret Martin, Vance L Martin

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)
Original languageEnglish
Pages (from-to)291 - 314
Number of pages24
JournalJournal of Multinational Financial Management
Volume16
Issue number3
DOIs
Publication statusPublished - 2006

Cite this