Realignment risk and currency option pricing in target zones. Dumas, B., Jennergren, L. P., & Näslund, B. European Economic Review, 39(8):1523–1544, October, 1995.
Realignment risk and currency option pricing in target zones [link]Paper  bibtex   
@article{Dumas1995,
  added-at = {2008-04-28T13:05:01.000+0200},
  author = {Dumas, Bernard and Jennergren, L. Peter and N{\"a}slund, Bertil},
  biburl = {https://www.bibsonomy.org/bibtex/28e84f3fedb5e095f4ef28f08c8eac507/smicha},
  interhash = {14d56156564054c6678e86d85025df67},
  intrahash = {8e84f3fedb5e095f4ef28f08c8eac507},
  journal = {European Economic Review},
  keywords = {Target zones},
  month = Oct,
  number = 8,
  pages = {1523--1544},
  timestamp = {2008-04-28T13:13:16.000+0200},
  title = {Realignment risk and currency option pricing in target zones},
  url = {http://www.sciencedirect.com/science/article/B6V64-3YRSMCC-D/1/7577b8c9d54889859793b335871f599f},
  volume = 39,
  year = 1995
}

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