The distribution of exchange rate returns and the pricing of currency options

G C Lim, Jenny N Lye, Gael M Martin, V L Martin

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	351 - 368
Number of pages	18
Journal	Journal of International Economics
Publication status	Published - 1998

Cite this

@article{2c02ec4e095348ecae7e12e590ef3ac4,

title = "The distribution of exchange rate returns and the pricing of currency options",

author = "Lim, {G C} and Lye, {Jenny N} and Martin, {Gael M} and Martin, {V L}",

year = "1998",

language = "English",

pages = "351 -- 368",

journal = "Journal of International Economics",

issn = "0022-1996",

publisher = "Elsevier",

}