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Trading frequency and implied transaction costs of foreign exchange options
Hauser, Shmuel - In: Advances in futures and options research : a research annual 7 (1994), pp. 37-45
Persistent link: https://www.econbiz.de/10001193406
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Early exercise of foreign currency options : determinants of American premium and the critical exchange rate
Fabozzi, Frank J. - In: Advances in futures and options research : a research annual 4 (1990), pp. 219-236
Persistent link: https://www.econbiz.de/10001101731
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The effects of domestic and foreign yield curves on the value of currency American call options
Choe, Chong-mu - In: Journal of banking & finance 14 (1990) 1, pp. 41-53
Persistent link: https://www.econbiz.de/10001088208
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Predicting the value of foreign currency call options with the constant elasticity of variance diffusion process
Hauser, Shmuel - In: International review of financial analysis 1 (1992) 3, pp. 225-236
Persistent link: https://www.econbiz.de/10001140076