Please use this identifier to cite or link to this item: http://hdl.handle.net/20.500.11861/6449
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dc.contributor.authorCheung, Michael Towen_US
dc.contributor.authorProf. YEUNG Wing Kay, Daviden_US
dc.date.accessioned2021-02-26T02:33:28Z-
dc.date.available2021-02-26T02:33:28Z-
dc.date.issued1994-
dc.identifier.citationStochastic Analysis and Applications, 1994, vol. 12(2), pp. 141-157.en_US
dc.identifier.issn0736-2994-
dc.identifier.issn1532-9356-
dc.identifier.urihttp://hdl.handle.net/20.500.11861/6449-
dc.language.isoenen_US
dc.relation.ispartofStochastic Analysis and Applicationsen_US
dc.titleA non random walk theory of exchange rate dynamics with applications to option pricingen_US
dc.typePeer Reviewed Journal Articleen_US
dc.identifier.doi10.1080/07362999408809343-
item.fulltextNo Fulltext-
crisitem.author.deptDepartment of Economics and Finance-
Appears in Collections:Economics and Finance - Publication
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