Pricing and hedging capped options
- 1 February 1989
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 9 (1) , 41-54
- https://doi.org/10.1002/fut.3990090105
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest RatesThe Journal of Finance, 1986
- A Theory of the Term Structure of Interest RatesEconometrica, 1985
- The pricing of call and put options on foreign exchangeJournal of International Money and Finance, 1983
- The Pricing of Options on Default-Free BondsJournal of Financial and Quantitative Analysis, 1982
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973