Pricing foreign currency options with stochastic volatility
By: by Quanwei Cao.
Published: 1993
Language: eng
Format: Microform
Number of pages: 115
Subjects: International finance.; Foreign exchange options.
Notes: Microfilm. Chicago, Ill. : University of Chicago, Joseph Regenstein Library, Dept. of Photoduplication, 1994. 1 microfilm reel ; 35 mm.
Thesis (Ph. D.)--University of Chicago, 1993.