TESTS OF AN AMERICAN OPTION PRICING MODEL ON THE FOREIGN-CURRENCY OPTIONS MARKET

被引：53

作者：

BODURTHA, JN ^{[1
]}

COURTADON, GR ^{[1
]}

机构：

[1] SHEARSON LEHMAN BROS,NEW YORK,NY 10285

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1987年 / 22卷 / 02期

关键词：

D O I：

10.2307/2330710

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：153 / 167

页数：15

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