On the pricing of European and American foreign currency call options
Year of publication: |
1987
|
---|---|
Authors: | Adams, Paul D. |
Other Persons: | Wyatt, Steve B. (contributor) |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 6.1987, 3, p. 315-338
|
Subject: | Währungsderivat | Currency derivative | Derivat | Derivative |
-
The dynamics of foreign exchange derivative use in China
Sun, Yidi, (2021)
-
I mercati futures : teorie, modelli e applicazioni
Torricelli, Costanza, (1992)
-
Why the forward rate is a biased predictor of the future spot rate if investors are risk neutral
Schmidt, Roland, (1993)
- More ...
-
Optimal selling institution and seller distress costs
Adams, Paul D., (1994)
-
Integrating auction and search markets : the slow Dutch auction
Adams, Paul D., (1992)
-
On the pricing of European and American foreign currency options : a clarification
Adams, Paul D., (1989)
- More ...