Arbitrage-free affine models of the forward price of foreign currency
Year of publication: |
2014
|
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Authors: | Durham, J. Benson |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | arbitrage-free model | foreign exchange |
Series: | Staff Report ; 665 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 794146104 [GVK] hdl:10419/120791 [Handle] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
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