Work

On the use of European models to price American options on foreign currency

Year: 1986

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.3990060109

Authors: Kuldeep Shastri, Kishore Tandon

Institutions: University of Pittsburgh, Baruch College

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1964349977

FWCI: 12.17

Cites: 11

Cited by: 63

Related to: 10