Optimal Put Currency Option Size for an Uncertain Convertible Amount

DOI10.1057/JORS.1993.200MaRDI QIDQ4287660zbMATH OpenOpenAlexFDO

Authors Roger Adkins

Publication date 12 April 1994

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/jors.1993.200

Mathematics Subject Classification ID

Mathematical economics (91B99)

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