Author of the publication

Misspecification and the pricing and hedging of long-term foreign currency options

, and . Journal of International Money and Finance, 14 (3): 373--393 (June 1995)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Misspecification and the pricing and hedging of long-term foreign currency options, and . Journal of International Money and Finance, 14 (3): 373--393 (June 1995)Modeling the Loss Distribution., , and . Manag. Sci., 57 (7): 1267-1287 (2011)Optimal Patenting and Licensing of Financial Innovations., and . Manag. Sci., 54 (12): 2012-2023 (2008)A Markov model for the term structure of credit risk spreads, , and . Review of Financial Studies, 10 (2): 481--523 (1997)Delta, gamma and bucket hedging of interest rate derivatives, and . Applied Mathematical Finance, 1 (1): 21--48 (1994)The intersection of market and credit risk, and . Journal of Banking & Finance, 24 (1-2): 271--299 (January 2000)Pricing foreign currency options with stochastic volatility, and . Journal of Econometrics, 45 (1-2): 239--265 (00 1990)