Currency option pricing with stochastic interest rates and transaction costs : a theoretical model with some empirical results

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Currency option pricing with stochastic interest rates and transaction costs : a theoretical model with some empirical results

TAMBORSKI, Mariusz
Title: Currency option pricing with stochastic interest rates and transaction costs : a theoretical model with some empirical results
Author: TAMBORSKI, Mariusz
Date: 1994
Citation: Florence, European University Institute, 1994
Series/Report no.: EUI PhD theses; Department of Economics
URI: http://hdl.handle.net/1814/5080

Description:

 
Defence date: 6 April 1994
 
Examining board: Prof. Ronald Anderson, Université Catholique de Louvain, co-supervisor ; Prof. Giuseppe Bertola, University of Turin ; Prof. Fabio Canova, Brown University ; Prof. Robert Waldmann, E.U.I., supervisor ; Prof. Paul Weller, University of Iowa
 

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