Do lead lag effects affect derivative pricing?
Korn, Olaf and Homburg, Marliese uhrig
Do lead lag effects affect derivative pricing? 2007 - 2007 - 34 - 51 V. 15 Issue. 1
Derivatives
Derivative pricing;Cross currency;Black scholes models;
Do lead lag effects affect derivative pricing? 2007 - 2007 - 34 - 51 V. 15 Issue. 1
Derivatives
Derivative pricing;Cross currency;Black scholes models;