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
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