Journal article

Pricing currency options in the presence of time-varying volatility and non-normalities

GC Lim, GM Martin, VL Martin

Journal of Multinational Financial Management | Published : 2006

DOI: 10.1016/j.mulfin.2005.08.004

University of Melbourne Researchers

Vance Martin Author Economics

Guay Lim Author Melbourne Institute of Applied Economic and Social Research

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