Currency option pricing with mean reversion and uncovered interest parity: A revision of the Garman-Kohlhagen model

Author： Ekvall N. Jennergren L.P. Naslund B.

Publisher： Elsevier

ISSN： 0377-2217

Source： European Journal of Operational Research, Vol.100, Iss.1, 1997-07, pp. : 41-59

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