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On the use of European models to price American options on foreign currency
Author(s) -
Shastri Kuldeep,
Tandon Kishore
Publication year - 1986
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990060109
Subject(s) - currency , futures contract , citation , library science , computer science , economics , philosophy , finance , linguistics
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