The valuation of currency options for alternate stochastic processes
Kuldeep Shastri and Kulpatra Wethyavivorn
| Year of publication: |
1987
|
|---|---|
| Authors: | Shastri, Kuldeep |
| Other Persons: | Wethyavivorn, Kulpatra (contributor) |
| Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 10.1987, 4, p. 283-293
|
| Subject: | Cox Ross | Währungsderivat | Currency derivative | CAPM | Black-Scholes-Modell | Black-Scholes model | USA | United States | 1983-1984 |
| 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/10001086203