Work

The probability distribution of futures prices in the foreign exchange market: A comparison of candidate processes

Year: 1990

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.3990100606

Authors: Roger Fujihara, Keehwan Park

Institutions: Cleveland State University, LG (South Korea)

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2038368698

FWCI: 2.74

Cites: 37

Cited by: 26

Related to: 10