Journal of Financial and Quantitative Analysis Vol. 26 No. 2 1991
Currency Option Pricing with Stochastic Domestic and Foreign Interest Rates
Abstract
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
- DOI
- 10.2307/2331261
- Volume
- 26
- Issue
- 2
- Pages
- 139
- Sources
- crossref openalex