Realignment risk and currency option pricing in target zones
By: Bernard Dumas, L. Peter Jennergren, Bertil Näslund.
Contributors: Jennergren, L. Peter 1944-; Näslund, Bertil, 1933-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 4458; Working paper series (National Bureau of Economic Research) -- working paper no.4458.
Publisher: National Bureau of Economic Research
Published: 1993
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 42
Subjects: Foreign exchange futures -- Prices -- Econometric models.; Foreign exchange market -- Econometric models.; Currency convertibility -- Econometric models.
Notes: "September 1993."

Includes bibliographical references (p. 35-36).

Bound with: Do low-income countries have a high-wage option?