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

dc.contributor.author	TAMBORSKI, Mariusz	en
dc.date.accessioned	2006-06-09T08:31:53Z
dc.date.available	2006-06-09T08:31:53Z
dc.date.issued	1994
dc.identifier.citation	Florence : European University Institute, 1994	en
dc.identifier.uri	https://hdl.handle.net/1814/5080
dc.description	Defence date: 6 April 1994
dc.description	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
dc.description	PDF of thesis uploaded from the Library digitised archive of EUI PhD theses completed between 2013 and 2017
dc.format.mimetype	application/pdf
dc.language.iso	en	en
dc.publisher	European University Institute	en
dc.relation.ispartofseries	EUI	en
dc.relation.ispartofseries	ECO	en
dc.relation.ispartofseries	PhD Thesis	en
dc.rights	info:eu-repo/semantics/restrictedAccess
dc.subject.lcsh	Pricing
dc.subject.lcsh	Money
dc.subject.lcsh	Transaction costs
dc.title	Currency option pricing with stochastic interest rates and transaction costs : a theoretical model with some empirical results	en
dc.type	Thesis	en
dc.neeo.contributor	TAMBORSKI\|Mariusz\|aut\|
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