Transaction costs and option-pricing biases : some evidence for options on foreign exchange futures
Year of publication: |
1990
|
---|---|
Authors: | Ghalbouni, Joseph P. |
Other Persons: | Kryzanowski, Lawrence (contributor) ; To, Minh-chau (contributor) |
Published in: |
Review of futures markets. - Chicago, Ill. : Board, ISSN 0898-011X, ZDB-ID 1013133-4. - Vol. 9.1990, 1, p. 26-48
|
Subject: | Währungsderivat | Currency derivative | CAPM | Transaktionskosten | Transaction costs | Theorie | Theory | USA | United States | 1986-1987 |
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