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Currency option pricing in credible target zones

Bernard Dumas

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21 Books Similar to Currency option pricing in credible target zones by Bernard Dumas

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48 Observations de maladie thrombo-embolique du post-partum by Bernard Dumas

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A test of the international CAPM using business cycles indicators as instrumental variables by Bernard Dumas

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Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility by Bernard Dumas

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How long do unilateral target zones last? by Bernard Dumas

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Implied volatility functions by Bernard Dumas

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Partial- vs. general-equilibrium models of the international capital market by Bernard Dumas

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Perishable investment and hysteresis in capital formation by Bernard Dumas

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Realignment risk and currency option pricing in target zones by Bernard Dumas

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Short- and long-term hedging for the corporation by Bernard Dumas

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The Economics of Continuous-Time Finance by Bernard Dumas

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The influence of investor's heterogeneous expectations on the firm's cost of capital by Bernard Dumas

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Theory of Financial Securities by Bernard Dumas

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The World price of foreign exchange risk by Bernard Dumas

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Trade balance, foreign exchange, overspending, underspending by Bernard Dumas

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What can rational investors do about excessive volatility and sentiment fluctuations? by Bernard Dumas

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