Currency Option Pricing in Credible Target Zones
收藏NBER1993-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w4522
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资源简介：
This paper develops a model for valuing options on a currency which is maintained within a band. The starting point of our model is the well known Krugman model for exchange-rate behavior within a target zone. Results from model runs provide insight into evidence reported by other authors of
提供机构：
美国国家经济研究局
创建时间：
1993-11-01
