@techreport{chesney:hal-00611993, TITLE = {{Options to trade foreign currencies at the most favorable rate}}, AUTHOR = {Chesney, Marc and Barone-Adesi, Giovanni}, URL = {https://hec.hal.science/hal-00611993}, NOTE = {Cahier de Recherche du Groupe HEC Paris, n{\textdegree} 390}, YEAR = {1991}, KEYWORDS = {Options ; trade ; foreign currencies ; favorable rate}, HAL_ID = {hal-00611993}, HAL_VERSION = {v1}, }