Author:
Ekvall Niklas,Peter Jennergren L.,Näslund Bertil
Subject
Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference29 articles.
1. Pricing Foreign Currency Options Under Stochastic Interest Rates;Amin;Journal of International Money and Finance,1991
2. Exchange rate shocks, currency options and the Siegel paradox;Bardhan;Journal of International Money and Finance,1995
3. Tests of an American Option Pricing Model on the Foreign Currency Options Market;Bodurtha;Journal of Financial and Quantitative Analysis,1987
4. The Pricing of European Currency Options: Empirical Tests Based on Swiss Data;Chesney;Aussenwirtschaft,1987
5. Models of Imperfection;Cookson;Risk,1992
Cited by
24 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献