Browsing by Author "TAMBORSKI, Mariusz"

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Title: Currency Option Pricing with Stochastic Interest Rates and Transaction Costs: A Theoretical Model Author(s): TAMBORSKI, Mariusz Date: 1994 Type of Publication: Working Paper Series/Report no.: EUI ECO
Title: Currency option pricing with stochastic interest rates and transaction costs : a theoretical model with some empirical results Author(s): TAMBORSKI, Mariusz Date: 1994 Type of Publication: Thesis Series/Report no.: EUI PhD theses
Title: Are Standard Deviations Implied in Currency Option Prices Good Predictors of Future Exchange Rate Volatility? Author(s): TAMBORSKI, Mariusz Date: 1994 Type of Publication: Working Paper Series/Report no.: EUI ECO

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