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Pricing foreign currency and cross-currency options under GARCH
Duan, Jin-Chuan; Wei, Jason - In: The journal of derivatives : the official publication … 7 (1999) 1, pp. 51-68
Persistent link: https://www.econbiz.de/10001432469
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Power currency options
Tucker, Alan L. - In: Global finance journal 8 (1997) 2, pp. 167-179
Persistent link: https://www.econbiz.de/10001233027
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Valuation of LIBOR-contingent FX options
Tucker, Alan L. - In: Journal of international money and finance 17 (1998) 2, pp. 269-277
Persistent link: https://www.econbiz.de/10001246608