pricing of foreign currency options
By: by Angelo Melino and Stuart M. Turnbull.
Contributors: Turnbull, Stuart M. 1947-; University of Toronto. Dept. of Economics.; University of Toronto. Institute for Policy Analysis.
Series: Working paper -- no. 8720; Working paper series (University of Toronto. Institute for Policy Analysis) -- no. 8720
Publisher: Dept. of Economics and Institute for Policy Analysis, University of Toronto
Published: 1987
Place of publication: Toronto
Language: eng
Number of pages: 27
Subjects: Foreign exchange -- Mathematical models.; International finance -- Mathematical models; Foreign exchange -- Mathematical models
Notes: "December 1987."

Includes bibliographical references.