Siegel's paradox and the pricing of currency options - HEC Paris - École des hautes études commerciales de Paris Access content directly
Reports Year : 1993

Siegel's paradox and the pricing of currency options

Peter Jennergren
  • Function : Author
Bertil Näslund
  • Function : Author
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Dates and versions

hal-00610764 , version 1 (24-07-2011)

Identifiers

  • HAL Id : hal-00610764 , version 1

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Bernard Dumas, Peter Jennergren, Bertil Näslund. Siegel's paradox and the pricing of currency options. 1993. ⟨hal-00610764⟩

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