Open AccessForeign Currency Mortgages Recast as Options on Commodity Futures
Author(s) -
Rebecca Abraham,
Joel Auerbach
Publication year - 2019
Publication title -
theoretical economics letters
Language(s) - English
Resource type - Journals
eISSN - 2162-2078
pISSN - 2162-2086
DOI - 10.4236/tel.2019.97145
Subject(s) - devaluation , currency , futures contract , foreign exchange risk , monetary economics , business , forward market , economics , foreign exchange swap , payment , strike price , financial economics , volatility (finance) , finance