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Currency Option Pricing with Stochastic Domestic and Foreign Interest Rates

Jimmy E. Hilliard; Jeff Madura; Alan L. Tucker

Journal of Financial and Quantitative Analysis 1991 26(2), 139

Jimmy E. Hilliard, Jeff Madura, Alan L. Tucker, Currency Option Pricing with Stochastic Domestic and Foreign Interest Rates, The Journal of Financial and Quantitative Analysis, Vol. 26, No. 2 (Jun., 1991), pp. 139-151

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Currency Option Pricing with Stochastic Domestic and Foreign Interest Rates