Tests of an American option pricing model on the foreign currency options market
Year of publication: |
1987
|
---|---|
Authors: | Bodurtha, James N. |
Other Persons: | Courtadon, Georges Robert (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. 22.1987, 2, p. 153-167
|
Subject: | Derivat | Derivative | Währungsderivat | Currency derivative | CAPM | USA | United States |
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