Currency target zones as mirrored options

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Author
Lera, Sandro C.
Leiss, Matthias
Sornette, Didier
Date
2017-05-18
Type
    Working Paper
Publication status
published
External links
Journal / series
SSRN
Pages / Article No.
296963
Publisher
Social Science Research Network
Subject
Exchange rate dynamics; Target zones; Compound options
Organisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)  
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yes
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