Currency option pricing with stochastic domestic and foreign interest rates
Year of publication: |
1991
|
---|---|
Authors: | Hilliard, Jimmy E. |
Other Persons: | Madura, Jeff (contributor) ; Tucker, Alan L. (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 26.1991, 2, p. 139-151
|
Subject: | Währungsderivat | Currency derivative | CAPM | Zins | Interest rate | 1982-1987 |
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