๐”– Bobbio Scriptorium
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Using the Option Pricing Model to Measure the Uncertainty Producing Effect of Major Announcements

โœ Scribed by Bradford Cornell

Book ID
124942354
Publisher
Financial Management Association International (FMA)
Year
1978
Tongue
English
Weight
881 KB
Volume
7
Category
Article
ISSN
0046-3892

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๐Ÿ“œ SIMILAR VOLUMES

On the use of European models to price A
On the use of European models to price American options on foreign currency
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