Information Content of Cross-Sectional Option Prices: A Comparison of Alternative Currency Option Pricing Models on the Japanese Yen Preprint

cited authors

  • Dupoyet, Brice V

authors

publication date

  • January 1, 2003

keywords

  • 35 Commerce, Management, Tourism and Services
  • 3502 Banking, Finance and Investment
  • 38 Economics
  • 3801 Applied Economics
  • 49 Mathematical Sciences
  • 4901 Applied Mathematics

Digital Object Identifier (DOI)