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Forecasting Volatility and Option Pricing for Exchange-Rate Dynamics: A Comparison of Models

ZEW Discussion Paper No. 93-19 // 1993
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ZEW Discussion Paper No. 93-19 // 1993

Forecasting Volatility and Option Pricing for Exchange-Rate Dynamics: A Comparison of Models

To the publication

Kähler, J. (1993), Forecasting Volatility and Option Pricing for Exchange-Rate Dynamics: A Comparison of Models, ZEW Discussion Paper No. 93-19, Mannheim.

Authors J. Kähler