Work

Currency Option Pricing with Stochastic Domestic and Foreign Interest Rates

Year: 1991

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2331261

Authors: Jimmy E. Hilliard, Jeff Madura, Alan L. Tucker

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2103585157

FWCI: 2.671

Cites: 15

Cited by: 57

Related to: 10