Volume 6, Issue 1 | Review of Derivatives Research

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Volume 6, Issue 1

January 2003

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3 articles in this issue

Locally Complete Markets, Exchange Rates and Currency Options
Dong-Hyun Ahn
Bin Gao
OriginalPaper Pages: 5 - 26
Contingent Claims on Foreign Assets Following Jump-Diffusion Processes
Spiros H. Martzoukos
OriginalPaper Pages: 27 - 45
Window Double Barrier Options
Tristan Guillaume
OriginalPaper Pages: 47 - 75