On the credibility of the Euro/Swiss Franc floor: a financial market perspective
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Authors
Hertrich, Markus
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Publication date
14.12.2013
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06 - Presentation
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Keywords
EUR/CHF Wechselkursuntergrenze, Glaubwürdigkeit, Implied floor, Reflected geometric Brownian motion, Currency option pricing model
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CFE-ERCIM Konferenz der London School of Economics
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English
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No
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Published
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Citation
Hertrich, M. (2013, December 14). On the credibility of the Euro/Swiss Franc floor: a financial market perspective. CFE-ERCIM Konferenz der London School of Economics. http://hdl.handle.net/11654/10097