Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium
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Publication:2757292
DOI10.1111/1467-9965.00061zbMath1007.91043OpenAlexW3124505993MaRDI QIDQ2757292
Suleyman Basak, Michael Gallmeyer
Publication date: 26 November 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00061
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Equilibrium valuation of currency options under a jump-diffusion model with stochastic volatility ⋮ Equilibrium in a stochastic model with consumption, wages and investment ⋮ Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy ⋮ Equilibrium valuation of currency options with stochastic volatility and systemic co-jumps
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