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

Publication: Chapter in book/Conference proceeding › Chapter in edited volume

Original language	English
Title of host publication	Recent Developments in International Banking and Finance Vol. III
Editors	Probus Publishing
Place of Publication	University of California, Riverside. Graduate School of Management
Publisher	Blackwell
Pages	159 - 190
Publication status	Published - 1989

Cite this

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title = "The Valuation of the Early Exercise Premium in the Foreign Currency Options Market",

author = "Philippe Jorion and Neal Stoughton",

year = "1989",

language = "English",

pages = "159 -- 190",

editor = "\{Probus Publishing\}",

booktitle = "Recent Developments in International Banking and Finance Vol. III",

publisher = "Blackwell",

address = "United Kingdom",

}

The Valuation of the Early Exercise Premium in the Foreign Currency Options Market. / Jorion, Philippe; Stoughton, Neal.
Recent Developments in International Banking and Finance Vol. III. ed. / Probus Publishing. University of California, Riverside. Graduate School of Management: Blackwell, 1989. p. 159 - 190.

Publication: Chapter in book/Conference proceeding › Chapter in edited volume

TY - CHAP

T1 - The Valuation of the Early Exercise Premium in the Foreign Currency Options Market

AU - Jorion, Philippe

AU - Stoughton, Neal

PY - 1989

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M3 - Chapter in edited volume

SP - 159

EP - 190

BT - Recent Developments in International Banking and Finance Vol. III

A2 - Probus Publishing, null

PB - Blackwell

CY - University of California, Riverside. Graduate School of Management

ER -