Incorporating stochastic volatility and higher order moments in the pricing of currency derivatives : an empirical study of pricing models for European call options on foreign exchange rates

Haakon Esrød Brunell, Knut Harald Gjellestad, Erik Magnus Gullestad Glæsel
Bok · Engelsk · 2008

Utgitt	Bergen : [Forfatterne] , 2008
Omfang	84 bl. : ill.
Opplysninger	Master thesis in financial economics - Norges handelshøyskole, høsten 2008