Publications
2 shownThe Pricing of Foreign Currency Options
This study examines the assumption that the exchange rate follows a log-normal probability distribution; and it tests whether different stochastic specifications translate into ...
Frequent Co-Authors
Researcher Info
- h-index
- 2
- Publications
- 2
- Citations
- 810
- Institution
- University of Toronto
External Links
Impact Metrics
h-index
2
h-index: Number of publications with at least h citations each.