Tests of an American option pricing model on the foreign currency options market
James N. Bodurtha, Jr., and Georges R. Courtadon
| Year of publication: |
1987
|
|---|---|
| Authors: | Bodurtha, James N. |
| Other Persons: | Courtadon, Georges Robert (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 22.1987, 2, p. 153-167
|
| Subject: | Derivat | Derivative | Währungsderivat | Currency derivative | CAPM | USA | United States |
| 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/10001025736