Publisher： Routledge Ltd
ISSN： 1466-4364
Source： The European Journal of Finance, Vol.8, Iss.4, 2002-12, pp. : 352-370
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Access to resources
Recommend
Heterogeneous expectations, currency options and the euro/dollar
Quantitative Finance, Vol. 2, Iss. 2, 2002-04 ,pp. :
Determinants of corporate debt securities in the Euro area
By Bondt Gabe
The European Journal of Finance, Vol. 11, Iss. 6, 2005-12 ,pp. :
Model calibration and automated trading agent for Euro futures
Quantitative Finance, Vol. 12, Iss. 4, 2012-04 ,pp. :
A jump-diffusion model for the euro overnight rate
Quantitative Finance, Vol. 12, Iss. 1, 2012-01 ,pp. :