An Explicit Mapping of Currency Target Zone Models to Option Prices* - Research Collection

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Author

Lera, Sandro C.

Sornette, Didier

Date

2019-12

Type

Journal Article

Citations

Cited 4 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1111/irfi.12196

Journal / series

International Review of Finance

Volume

19(4)

Pages / Article No.

919 - 927

Publisher

Wiley-Blackwell

Organisational unit

03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)

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Show all metadata

Citations

Cited 4 times in Scopus

ETH Bibliography

yes

Altmetrics