Rupee dollar option pricing and risk measurement : jump processes, changing volatility and kurtosis shifts
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| OCLC: | 43527185 |
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| Main Author: | |
| Corporate Author: | |
| Language: | English |
| Published: |
Ahmedabad :
Indian Institute of Management,
1999.
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| Series: | Working paper (Indian Institute of Management, Ahmedabad) ;
no. W.P. no. 99-04-02. |
| Subjects: | |
| Global Resources Program: | South Asia Materials Project (SAMP) |
| Format: | Monograph Microform Note that CRL will digitize material from the collection when copyright allows. |