The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime-Reference-Cited by-同舟云学术

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The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime

Published:2014-01 Issue: Volume:29 Page:483-496
ISSN:1059-0560
Container-title:International Review of Economics & Finance
language:en
Short-container-title:International Review of Economics & Finance

Author:

Reher Gerrit,Wilfling Bernd

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference25 articles.

1. Financial markets' assessments of EMU;Bates;Carnegie-Rochester Conference Series on Public Policy,1999

2. Arbitrage theory in continuous time;Björk,2004

3. Forward interest rates as predictors of EMU;De Grauwe,1996

4. Price dynamics under stochastic process switching: Some extensions and an application to EMU;De Grauwe;Journal of International Money and Finance,1999

5. Mathematics of financial markets;Elliot,2005

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Assessing the impact of operating lease capitalization with dynamic Monte Carlo simulation;Journal of Business Research;2019-08

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