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dc.contributor.author Bollen, NPB
dc.contributor.author Rasiel, E
dc.date.accessioned 2010-03-09T15:34:44Z
dc.date.issued 2003-02
dc.identifier http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000181192500002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
dc.identifier.citation JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2003, 22 (1), pp. 33 - 64
dc.identifier.issn 0261-5606
dc.identifier.uri http://hdl.handle.net/10161/1967
dc.format.extent 33 - 64
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.relation.ispartof JOURNAL OF INTERNATIONAL MONEY AND FINANCE
dc.relation.isversionof 10.1016/S0261-5606(02)0073-6
dc.subject option valuation
dc.subject currency options
dc.subject GARCH
dc.subject regime-switching
dc.subject jump-diffusion
dc.title The performance of alternative valuation models in the OTC currency options market
dc.type Journal Article
dc.department Economics
pubs.author-url http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000181192500002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
pubs.issue 1
pubs.organisational-group /Duke
pubs.organisational-group /Duke/Trinity College of Arts & Sciences
pubs.organisational-group /Duke/Trinity College of Arts & Sciences/Economics
pubs.publication-status Published
pubs.volume 22

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