On the use of European models to price American options on foreign currency
- 1 March 1986
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 6 (1) , 93-108
- https://doi.org/10.1002/fut.3990060109
Abstract
No abstract availableThis publication has 10 references indexed in Scilit:
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- The American Put Option Valued AnalyticallyThe Journal of Finance, 1984
- The pricing of call and put options on foreign exchangeJournal of International Money and Finance, 1983
- Foreign currency option valuesJournal of International Money and Finance, 1983
- Foreign exchange optionsJournal of Futures Markets, 1983
- The Valuation of Currency OptionsFinancial Management, 1983
- Standard deviations implied in option prices as predictors of future stock price variabilityJournal of Banking & Finance, 1981
- An analytic valuation formula for unprotected American call options on stocks with known dividendsJournal of Financial Economics, 1977
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973