Markov-Switching Models for Exchange-Rate Dynamics and the Pricing of Foreign-Currency Options

Kähler J, Marnet V (1994)

Publication Type: Book chapter / Article in edited volumes

Publication year: 1994

Edited Volumes: Econometric Analysis of Financial Markets

City/Town: Heidelberg

Pages Range: 203-230

Authors with CRIS profile

Jürgen Kähler

How to cite

APA:

Kähler, J., & Marnet, V. (1994). Markov-Switching Models for Exchange-Rate Dynamics and the Pricing of Foreign-Currency Options. In Kähler Jürgen, Kugler Peter (Eds.), Econometric Analysis of Financial Markets. (pp. 203-230). Heidelberg.

MLA:

Kähler, Jürgen, and Volker Marnet. "Markov-Switching Models for Exchange-Rate Dynamics and the Pricing of Foreign-Currency Options." Econometric Analysis of Financial Markets. Ed. Kähler Jürgen, Kugler Peter, Heidelberg, 1994. 203-230.

BibTeX: Download