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Monetary Policy-Embedded Currency Options: A Generalized Garman-Kohlhagen Model under Taylor Rules

Luis-Felipe Arizmendi

Published
Publisher
Elsevier BV
Research area
Capital & markets
Source type
Preprint / posted paper
DOI
10.2139/ssrn.5803623

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Luis-Felipe Arizmendi. Monetary Policy-Embedded Currency Options: A Generalized Garman-Kohlhagen Model under Taylor Rules. Elsevier BV. 2025. https://doi.org/10.2139/ssrn.5803623

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