Fruhwirth, Manfred; Schneider, Paul; Schwaiger, Markus S. - In: Multinational Finance Journal 11 (2007) 3-4, pp. 157-178
The Amin/Bodurtha framework was developed for the valuation of American-style financial instruments driven by three sources of uncertainty— domestic interest rate risk, foreign interest rate risk and exchange rate risk. The model is not only appropriate for pricing a number of financial...