The pricing of call and put options on foreign exchange
- 1 December 1983
- journal article
- Published by Elsevier in Journal of International Money and Finance
- Vol. 2 (3) , 239-253
- https://doi.org/10.1016/s0261-5606(83)80002-3
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- Options on the minimum or the maximum of two risky assetsJournal of Financial Economics, 1982
- Currency Option Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign EarningsThe Journal of Finance, 1979
- Option pricing: A reviewJournal of Financial Economics, 1976
- The pricing of commodity contractsJournal of Financial Economics, 1976
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973