Modeling volatility in foreign currency option pricing

Hoque, M.; Chan, Felix; Manzur, Meher

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Authors

Hoque, M.

Chan, Felix

Manzur, Meher

Date

2009

Type

Journal Article

Metadata

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Citation

Hoque, M. and Chan, F. and Manzur, M. 2009. Modeling volatility in foreign currency option pricing. Multinational Finance Journal. 13 (1): pp. 181-200.

Source Title

Multinational Finance Journal

ISSN

1096-1879

School

School of Economics and Finance

URI

http://hdl.handle.net/20.500.11937/9551

Collection

Curtin Research Publications