✦ LIBER ✦

Pricing cross-currency options

✍ Scribed by John Rumsey

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Cross currency option pricing

✍ Lloyd P. Blenman; O.Felix Ayadi 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 508 KB

Bounds and prices of currency cross-rate

✍ San-Lin Chung; Yaw-Huei Wang 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 295 KB

International currency relationship info

✍ Siegel, Andrew F. 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 299 KB

On the Pricing of Cross Currency Futures

✍ Calum G. Turvey; Shihong Yin 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 75 KB

PRICING CURRENCY FUTURES OPTIONS WITH LO

✍ Alan L. Tucker; Jeff Madura; John F. Marshall 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 967 KB

An equilibrium approach to pricing forei

✍ Carsten Sørensen 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 389 KB