PERPETUAL CURRENCY OPTIONS

被引:1
|
作者
GARMAN, MB
机构
关键词
D O I
10.1016/0169-2070(87)90087-2
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:179 / 184
页数:6
相关论文
共 50 条
  • [41] Efficiency of the foreign currency options market
    Hoque, Ariful
    Chan, Felix
    Manzur, Meher
    GLOBAL FINANCE JOURNAL, 2008, 19 (02) : 157 - 170
  • [42] PRICING CROSS-CURRENCY OPTIONS
    RUMSEY, J
    JOURNAL OF FUTURES MARKETS, 1991, 11 (01) : 89 - 93
  • [43] Trade and currency options hedging model
    Zhang, Wei Guo
    Yu, Xing
    Liu, Yong Jun
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2018, 343 : 328 - 340
  • [44] SCOTLAND: CURRENCY OPTIONS AND PUBLIC DEBT
    Armstrong, Angus
    Ebell, Monique
    NATIONAL INSTITUTE ECONOMIC REVIEW, 2014, 227 (01) : R14 - R20
  • [45] Currency Target Zones as Mirrored Options
    Lera, Sandro Claudio
    Leiss, Matthias
    Sornette, Didier
    JOURNAL OF DERIVATIVES, 2019, 26 (03): : 53 - 67
  • [46] Pricing Currency Options in a fuzzy environment
    Xiao, Weilin
    Zhang, Weiguo
    Xu, Weijun
    Wu, Yanxi
    2008 ISECS INTERNATIONAL COLLOQUIUM ON COMPUTING, COMMUNICATION, CONTROL, AND MANAGEMENT, VOL 3, PROCEEDINGS, 2008, : 309 - 313
  • [47] Overreactions in the Foreign Currency Options Market
    Han, JoongHo
    Kang, Byung Jin
    Chang, Ki Cheon
    Byun, Suk Joon
    ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, 2016, 45 (03) : 380 - 404
  • [48] SIEGELS PARADOX AND THE PRICING OF CURRENCY OPTIONS
    DUMAS, B
    JENNERGREN, LP
    NASLUND, B
    JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1995, 14 (02) : 213 - 223
  • [49] Optimal stopping and perpetual options for Lévy processes
    Ernesto Mordecki
    Finance and Stochastics, 2002, 6 : 473 - 493
  • [50] PRICING OF PERPETUAL AMERICAN OPTIONS IN A MODEL WITH PARTIAL INFORMATION
    Gapeev, Pavel V.
    INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, 2012, 15 (01)