Currency lookback options and observation frequency : a binomial approach
Terry H. F. Cheuk and Ton C. F. Vorst
| Year of publication: |
1997
|
|---|---|
| Authors: | Cheuk, Terry Hon Fu |
| Other Persons: | Vorst, Ton (contributor) |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 16.1997, 2, p. 173-187
|
| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Währungsderivat | Currency derivative | Theorie | Theory | EU-Staaten | EU countries | USA | United States |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001225600