search query: @author Jennergren, L. / total: 3
references: 1-3 / 3
« previous page | next page »
 titleyearauthor
1.
Currency option pricing with mean reversion and uncovered interest parity: a revision of the Garman-Kohlhagen model
European Journal of Operational Research
1997 : JUL 1, VOL. 100:1, p. 41-59
 1997 Ekvall, N.
Jennergren, L.
Naeslund, B.
2.
A class of options with stochastic lives and an extention of the Black-Scholes formula
European Journal of Operational Research
1996 : JUN 7, VOL. 91:2, p. 229-234
 1996 Jennergren, L.
Naslund, B.
3.
Realignment risk and currency option pricing in target zones
European Economic Review
1995 : OCT, VOL. 39:8, p. 1523-1544
 1995 Dumas, B.
Jennergren, L.
Naslund, B.
« previous page | next page »
SCIMA