The valuation of the American premium in the foreign currency options market
By: by Philippe Jorion and Neal M. Stoughton
Contributors: Stoughton, Neal M.; Columbia University. Center for the Study of Futures Markets
Series: Working paper series -- CSFM-148; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-148
Publisher: Center for the Study of Futures Markets, Columbia Business School
Published: 1987
Place of publication: New York]
Language: eng
Number of pages: 28
Notes: Bibliography: p. 26-28.