AN EMPIRICAL-INVESTIGATION OF THE EARLY EXERCISE PREMIUM OF FOREIGN-CURRENCY OPTIONS

被引：3

作者：

JORION, P

STOUGHTON, NM

机构：

[1] UNIV CALIF IRVINE, IRVINE, CA 92717 USA

[2] UNIV CALIF LOS ANGELES, LOS ANGELES, CA 90024 USA

[3] COLUMBIA UNIV BARNARD COLL, NEW YORK, NY 10027 USA

来源：

JOURNAL OF FUTURES MARKETS | 1989年 / 9卷 / 05期

关键词：

D O I：

10.1002/fut.3990090502

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：365 / 375

页数：11

共 19 条

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[6]

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[10]

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