๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The effects of domestic and foreign yield curves on the value of currency American call options

โœ Scribed by Jongmoo Jay Choi; Shmuel Hauser


Book ID
116134689
Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
738 KB
Volume
14
Category
Article
ISSN
0378-4266

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On the use of European models to price A
โœ Kuldeep Shastri; Kishore Tandon ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 682 KB

ecent theoretical research has developed two valuation models for pricing R options on foreign currency-a European version and a more complex American variant. The purpose of this article is to compare the pricing behavior of the two models. Our simulations show that the European model performs well