Pricing foreign currency options with stochastic volatility
By: by Angelo Melino and Stuart Turnbull.
Contributors: Turnbull, Stuart M. 1947-; University of Toronto. Institute for Policy Analysis.
Series: Working paper series / Dept. of Economics and Institute for Policy Analysis, University of Toronto -- no. 8816; Working paper series (University of Toronto. Institute for Policy Analysis) -- no. 8816
Publisher: Dept. of Economics; Institute for Policy Analysis, University of Toronto
Published: 1988
Place of publication: Toronto
Language: eng
Number of pages: 44
Subjects: Stochastic analysis.; Prices -- Mathematical models.; Foreign exchange -- Mathematical models.; Foreign exchange -- Mathematical models.
Notes: Bibliography: p. 40-42.