Browsing Department of Economics (ECO) by Author "TAMBORSKI, Mariusz"
Title:Currency option pricing with stochastic interest rates and transaction costs : a theoretical model with some empirical results Author(s):TAMBORSKI, MariuszDate:1994Citation:Florence, European University Institute, 1994Type of Publication:ThesisSeries/Report no.:EUI PhD theses; Department of Economics
Title:Are Standard Deviations Implied in Currency Option Prices Good Predictors of Future Exchange Rate Volatility? Author(s):TAMBORSKI, MariuszDate:1994Type of Publication:Working PaperSeries/Report no.:EUI ECO; 1994/10
Title:Currency Option Pricing with Stochastic Interest Rates and Transaction Costs: A Theoretical Model Author(s):TAMBORSKI, MariuszDate:1994Type of Publication:Working PaperSeries/Report no.:EUI ECO; 1994/09