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The value of european currency options and log-stable uncertainty

โœ Scribed by J. Huston Mcculloch; Jacky C. So


Book ID
105529438
Publisher
Springer US
Year
1997
Tongue
English
Weight
83 KB
Volume
3
Category
Article
ISSN
1083-0898

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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