Date: 1994
Type: Thesis
Currency option pricing with stochastic interest rates and transaction costs : a theoretical model with some empirical results
Florence, European University Institute, 1994, EUI PhD theses, Department of Economics
TAMBORSKI, Mariusz, Currency option pricing with stochastic interest rates and transaction costs : a theoretical model with some empirical results, Florence, European University Institute, 1994, EUI PhD theses, Department of Economics - https://hdl.handle.net/1814/5080
Retrieved from Cadmus, EUI Research Repository
Additional information:
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; PDF of thesis uploaded from the Library digitised archive of EUI PhD theses completed between 2013 and 2017
Cadmus permanent link: https://hdl.handle.net/1814/5080
Series/Number: EUI PhD theses; Department of Economics
LC Subject Heading: Pricing; Money; Transaction costs
