Journal of Financial and Quantitative Analysis Vol. 22 No. 2 1987
Tests of an American Option Pricing Model on the Foreign Currency Options Market
Abstract
James N. Bodurtha, Jr., Georges R. Courtadon, Tests of an American Option Pricing Model on the Foreign Currency Options Market, The Journal of Financial and Quantitative Analysis, Vol. 22, No. 2 (Jun., 1987), pp. 153-167
- DOI
- 10.2307/2330710
- Volume
- 22
- Issue
- 2
- Pages
- 153
- Sources
- openalex crossref