Modelling Exchange Rates in Continuous Time: Theory Estimation and Option Pricing

Publikation: Working paper › Forskning

Standard

Modelling Exchange Rates in Continuous Time : Theory Estimation and Option Pricing. / Sørensen, Bent Ejlif; Perraudin, William.

Institue of Economics, University of Copenhagen, 1994.

Publikation: Working paper › Forskning

Harvard

Sørensen, BE & Perraudin, W 1994 'Modelling Exchange Rates in Continuous Time: Theory Estimation and Option Pricing' Institue of Economics, University of Copenhagen.

APA

Sørensen, B. E., & Perraudin, W. (1994). Modelling Exchange Rates in Continuous Time: Theory Estimation and Option Pricing. Institue of Economics, University of Copenhagen.

Vancouver

Sørensen BE, Perraudin W. Modelling Exchange Rates in Continuous Time: Theory Estimation and Option Pricing. Institue of Economics, University of Copenhagen. 1994.

Author

Sørensen, Bent Ejlif ; Perraudin, William. / Modelling Exchange Rates in Continuous Time : Theory Estimation and Option Pricing. Institue of Economics, University of Copenhagen, 1994.

Bibtex

@techreport{0f1d3d5074c711dbbee902004c4f4f50,
title = "Modelling Exchange Rates in Continuous Time: Theory Estimation and Option Pricing",
author = "S{\o}rensen, {Bent Ejlif} and William Perraudin",
year = "1994",
language = "English",
publisher = "Institue of Economics, University of Copenhagen",
type = "WorkingPaper",
institution = "Institue of Economics, University of Copenhagen",

}

RIS

TY - UNPB

T1 - Modelling Exchange Rates in Continuous Time

T2 - Theory Estimation and Option Pricing

AU - Sørensen, Bent Ejlif

AU - Perraudin, William

PY - 1994

Y1 - 1994

M3 - Working paper

BT - Modelling Exchange Rates in Continuous Time

PB - Institue of Economics, University of Copenhagen

ER -

ID: 161765