Early exercise of foreign currency options : determinants of American premium and the critical exchange rate
Frank J. Fabozzi, Shmuel Hauser, and Uzi Yaari
| Year of publication: |
1990
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|---|---|
| Authors: | Fabozzi, Frank J. |
| Other Persons: | Hauser, Shmuel (contributor) ; Yaari, Uzi (contributor) |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 4.1990, p. 219-236
|
| Subject: | BaroneAdesi Whaley | Garman Kohlhagen Grabbe | Währungsderivat | Currency derivative | CAPM | Theorie | Theory | USA | United States | 1983-1984 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001101731