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The relative valuation of American currency spot and futures options : theory and empirical tests
Ogden, Joseph P. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 4, pp. 351-368
Persistent link: https://www.econbiz.de/10001060150
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Arbitraging American gold spot and futures options
Ogden, Joseph P. - In: The financial review : the official publication of the … 25 (1990) 4, pp. 577-592
Persistent link: https://www.econbiz.de/10001143194