On the pricing of European and American foreign currency call options
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference22 articles.
1. The Pricing of Options and Corporate Liabilities;Black;Journal of Political Economy,1973
2. Options: A Monte Carlo Approach;Boyle;Journal of Financial Economics,1977
3. The Valuation of American Put Options;Brennan;Journal of Finance,1977
4. Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis;Brennan;Journal of Financial and Quantitative Analysis,1978
5. The Valuation of Options for Alternative Stochastic Processes;Cox;Journal of Financial Economics,1976
Cited by 8 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
1. Application of Monte Carlo Simulation in the Assessment of European Call Options;IRAN J MANAG STUD;2013
2. Implied volatilities, stochastic interest rates, and currency futures options valuation: an empirical investigation;The European Journal of Finance;2001-09
3. Put-call parity revisited: intradaily tests in the foreign currency options market;Journal of International Financial Markets, Institutions and Money;1998-12
4. DIVIDENDS, DIVIDEND POLICY AND OPTION VALUATION: A NEW PERSPECTIVE;Journal of Business Finance & Accounting;1994-10
5. An empirical investigation of the early exercise premium of foreign currency options;Journal of Futures Markets;1989-10
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