The Valuation of the Early Exercise Premium in the Foreign Currency Options Market

Philippe Jorion, Neal Stoughton

Publication: Chapter in book/Conference proceedingChapter in edited volume

Original languageEnglish
Title of host publicationRecent Developments in International Banking and Finance Vol. III
Editors Probus Publishing
Place of PublicationUniversity of California, Riverside. Graduate School of Management
PublisherBlackwell
Pages159 - 190
Publication statusPublished - 1989

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