Rupee dollar option pricing and risk measurement
Subtitle: jump processes, changing volatility and kurtosis shifts
By: by Jayanth R. Varma.
Contributors: Indian Institute of Management, Ahmedabad.
Series: Working paper ;; W.P. no. 99-04-02; Working paper (Indian Institute of Management, Ahmedabad) ;; no. W.P. no. 99-04-02.
Publisher: Indian Institute of Management
Published: 1999
Place of publication: Ahmedabad
Language: eng
Format: Microform
Number of pages: 22
Subjects: Economic policy -- India.; Economic policy -- United States.
Notes: Includes bibliographical references (leaf 22).
Microfiche. New Delhi : Library of Congress Office ; Washington, D.C. : Library of Congress Photoduplication Service, 2000. 1 microfiche. Master microform held by: DLC.