Valuing foreign exchange rate derivatives with a bounded exchange process
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Finance
Link
http://link.springer.com/article/10.1007/BF01531597/fulltext.html
Reference14 articles.
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2. Black, F., and M. Scholes. (1973). “The Pricing of Options and Corporate Liabilities,”Journal of Political Economy 81, 637–654.
3. Cox, J. C., and S. A. Ross. (1976). “The Valuation of Options for Alternative Stochastic Processes,”Journal of Financial Economics 3, 145–166.
4. Cox, J. C., J. E. Ingersoll, Jr., and S. A. Ross. (1981). “The Relation Between Forward Prices and Futures Prices,”Journal of Financial Economics 9, 321–346.
5. Garman, M. B., and S. W. Kohlhagen. (1983). “Foreign Currency Option Values,”Journal of International Money and Finance 2, 231–238.
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