Prices and Hedge Ratios of Average Exchange Rate Options

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Original language	English
Pages (from-to)	179-193
Journal	International Review of Financial Analysis
Volume	1
Issue number	3
DOIs	https://doi.org/10.1016/1057-5219(92)90003-M
Publication status	Published - 1992

Access to Document

@article{d0f40eb342e246c0a25680f1ffc176a8,

title = "Prices and Hedge Ratios of Average Exchange Rate Options",

author = "A.C.F. Vorst",

year = "1992",

doi = "10.1016/1057-5219(92)90003-M",

language = "English",

volume = "1",

pages = "179--193",

journal = "International Review of Financial Analysis",

issn = "1057-5219",

publisher = "Elsevier Inc.",

number = "3",

}