Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/40184
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dc.contributor.authorWystup, Uween_US
dc.date.accessioned2010-09-09en_US
dc.date.accessioned2010-09-24T09:04:11Z-
dc.date.available2010-09-24T09:04:11Z-
dc.date.issued2008en_US
dc.identifier.urihttp://hdl.handle.net/10419/40184-
dc.language.isoengen_US
dc.publisher|aFrankfurt School of Finance & Management |cFrankfurt, M.en_US
dc.relation.ispartofseries|aCPQF Working Paper Series |x9en_US
dc.subject.jelC15en_US
dc.subject.jelG12en_US
dc.subject.ddc330en_US
dc.subject.stwDevisenoptionsgeschäften_US
dc.subject.stwOptionspreistheorieen_US
dc.subject.stwTheorieen_US
dc.titleForeign exchange symmetriesen_US
dc.type|aWorking Paperen_US
dc.identifier.ppn829995927en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:cpqfwp:9-

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