AN ALTERNATIVE FORMULATION ON THE PRICING OF FOREIGN-CURRENCY OPTIONS

被引：1

作者：

CHIANG, R ^{[1
]}

OKUNEV, J ^{[1
]}

机构：

[1] UNIV NOTTINGHAM, NOTTINGHAM NG7 2RD, ENGLAND

来源：

JOURNAL OF FUTURES MARKETS | 1993年 / 13卷 / 08期

关键词：

D O I：

10.1002/fut.3990130807

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：903 / 907

页数：5

共 50 条

[1] THE PRICING OF FOREIGN-CURRENCY OPTIONS
MELINO, A
TURNBULL, SM
[J]. CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, 1991, 24 (02): : 251 - 281
[2] PRICING FOREIGN-CURRENCY OPTIONS WITH STOCHASTIC VOLATILITY
MELINO, A
TURNBULL, SM
[J]. JOURNAL OF ECONOMETRICS, 1990, 45 (1-2) : 239 - 265
[3] CREATING AND PRICING HYBRID FOREIGN-CURRENCY OPTIONS
BRIYS, E
CROUHY, M
[J]. FINANCIAL MANAGEMENT, 1988, 17 (04) : 59 - 65
[4] ON THE PRICING OF EUROPEAN AND AMERICAN FOREIGN-CURRENCY OPTIONS - A CLARIFICATION
ADAMS, PD
WYATT, SB
[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1989, 8 (02) : 305 - 311
[5] ON THE PRICING OF EUROPEAN AND AMERICAN FOREIGN-CURRENCY CALL OPTIONS
ADAMS, PD
WYATT, SB
[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1987, 6 (03) : 315 - 338
[6] MISSPECIFICATION AND THE PRICING AND HEDGING OF LONG-TERM FOREIGN-CURRENCY OPTIONS
MELINO, A
TURNBULL, SM
[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1995, 14 (03) : 373 - 393
[7] TESTS OF AN AMERICAN OPTION PRICING MODEL ON THE FOREIGN-CURRENCY OPTIONS MARKET
BODURTHA, JN
COURTADON, GR
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1987, 22 (02) : 153 - 167
[8] PRICING FOREIGN-CURRENCY OPTIONS UNDER STOCHASTIC INTEREST-RATES
AMIN, KI
JARROW, RA
[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1991, 10 (03) : 310 - 329
[9] VALUATION OF AMERICAN OPTIONS ON FOREIGN-CURRENCY
SHASTRI, K
TANDON, K
[J]. JOURNAL OF BANKING & FINANCE, 1987, 11 (02) : 245 - 269
[10] EFFICIENCY TESTS OF THE FOREIGN-CURRENCY OPTIONS MARKET
BODURTHA, JN
COURTADON, GR
[J]. JOURNAL OF FINANCE, 1986, 41 (01): : 151 - 162

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