Options on Foreign Exchange: Vanilla and Exotic Currency Options
Author:
Publisher
John Wiley & Sons, Inc.
Reference19 articles.
1. Efficient analytic approximation of American option values;Barone-Adesi;Journal of Finance,1987
2. Black , Fischer 1976 “The Pricing of Commodity Contracts.” Journal of Financial Economics 3 (January-March): 167-179. Reprinted in Currency Derivatives , ed. David DeRosa. New York: John Wiley & Sons
3. The Pricing of Options and Corporate Liabilities;Black;Journal of Political Economy,1973
4. Tests of an American option pricing model on the foreign currency markets;Bodurtha;Journal of Financial and Quantitative Analysis,1987
5. Option pricing: A simplified approach;Cox.;Journal of Financial Economics,1979
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