VALUATION OF AMERICAN OPTIONS ON FOREIGN-CURRENCY

被引：9

作者：

SHASTRI, K

TANDON, K

机构：

[1] CUNY BERNARD M BARUCH COLL,NEW YORK,NY 10010

[2] GEORGIA INST TECHNOL,ATLANTA,GA 30332

来源：

JOURNAL OF BANKING & FINANCE | 1987年 / 11卷 / 02期

关键词：

D O I：

10.1016/0378-4266(87)90052-5

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：245 / 269

页数：25

共 50 条

[1] VALUATION OF FOREIGN-CURRENCY OPTIONS - SOME EMPIRICAL TESTS
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[2] ON THE PRICING OF EUROPEAN AND AMERICAN FOREIGN-CURRENCY OPTIONS - A CLARIFICATION
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[5] ON THE USE OF EUROPEAN MODELS TO PRICE AMERICAN OPTIONS ON FOREIGN-CURRENCY
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[6] TESTS OF AN AMERICAN OPTION PRICING MODEL ON THE FOREIGN-CURRENCY OPTIONS MARKET
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[8] AN ALTERNATIVE FORMULATION ON THE PRICING OF FOREIGN-CURRENCY OPTIONS
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[9] CREATING AND PRICING HYBRID FOREIGN-CURRENCY OPTIONS
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[10] EFFICIENCY TESTS OF THE FOREIGN-CURRENCY OPTIONS MARKET
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