The pricing of call and put options on foreign exchange-Reference-Cited by-同舟云学术

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The pricing of call and put options on foreign exchange

Published:1983-12 Issue:3 Volume:2 Page:239-253
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Orlin Grabbe J.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference7 articles.

1. The Pricing of Commodity Contracts;Black;J. Fin. Econ.,1976

2. The Pricing of Options and Corporate Liabilities;Black;J. Pol. Econ.,1973

3. Currency Option Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Claims;Feiger;J. Finance,1979

4. The American Put Valued Analytically;Geske,1982

5. Theory of Rational Option Pricing;Merton;Bell J. of Econ. Management Sci.,1973

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