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ArticleJournal of international money and finance

Unknown author1988

Article1988

Journal of international money and finance

Unknown author

704 citations·0/0 files stored·Journal of International Money and Finance

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Stochastic processes and financial applications Financial Markets and Investment Strategies Economic theories and models

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References

1973The Pricing of Options and Corporate Liabilities 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options 1976Option pricing when underlying stock returns are discontinuous 1978Asset Prices in an Exchange Economy 1987The Pricing of Options on Assets with Stochastic Volatilities 1976The valuation of options for alternative stochastic processes 1993Dynamic Asset Pricing Theory.1982Interest rates and currency prices in a two-country world

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Year1988

Typearticle

Published1988-01-01

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations704

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/0261-5606(88)90029-0

openalex_workW4229907153

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1999Domestic Political Institutions and Exchange Rate Commitments in the Developing World

1997Domestic and Systemic Determinants of Capital Controls in the Developed and Developing World