European put-call parity and the early exercise premium for American currency options
Geoffrey Poitras; Chris Veld; Yuriy Zabolotnyuk
| Year of publication: |
2009
|
|---|---|
| Authors: | Poitras, Geoffrey ; Veld, Chris H. ; Zabolotnyuk, Yuriy |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 13.2009, 1/2, p. 39-54
|
| Subject: | Devisenoption | Currency option | Derivat | Derivative | USA | United States |
| 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/10008654489