Siegel's paradox and the pricing of currency options. Dumas, B., Jennergren, L. P., & Näslund, B. Journal of International Money and Finance, 14(2):213–223, April, 1995. Paper bibtex @article{Dumas1995b,
added-at = {2008-04-23T22:05:04.000+0200},
author = {Dumas, Bernard and Jennergren, L. Peter and N{\"a}slund, Bertil},
biburl = {https://www.bibsonomy.org/bibtex/2c6f35e72dd816f5338b0433eb4e03964/smicha},
interhash = {1b103f6c17ae4ff313d6bbdf98e3ae71},
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journal = {Journal of International Money and Finance},
keywords = {imported},
month = Apr,
number = 2,
pages = {213--223},
timestamp = {2008-04-23T22:12:56.000+0200},
title = {Siegel's paradox and the pricing of currency options},
url = {http://www.sciencedirect.com/science/article/B6V9S-3Y45TM5-15/1/eeb5648b3c1b3a2f8efb4da12d1552ea},
volume = 14,
year = 1995
}
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