Pricing cross‐currency options

This publication has 16 references indexed in Scilit:

• A Lattice Framework for Option Pricing with Two State Variables
  Journal of Financial and Quantitative Analysis, 1988
• On the use of European models to price American options on foreign currency
  Journal of Futures Markets, 1986
• An Intertemporal General Equilibrium Model of Asset Prices
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• The Valuation of Currency Options: Comment
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• The Valuation of Currency Options
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• Option pricing: A simplified approach
  Journal of Financial Economics, 1979
• STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES
  The Journal of Finance, 1976
• The pricing of commodity contracts
  Journal of Financial Economics, 1976
• The Pricing of Options and Corporate Liabilities
  Journal of Political Economy, 1973
• Theory of Rational Option Pricing
  The Bell Journal of Economics and Management Science, 1973