Currency Lookback Options and Observation Frequency: A Binomial Approach

Journal of International Money and Finance - United Kingdom
doi 10.1016/s0261-5606(96)00052-6
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Valuing Real Options Using Implied Binomial Trees and Commodity Futures Options

SSRN Electronic Journal
2006English

Stochastic Skew in Currency Options☆

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2007English

Connecting Discrete and Continuous Lookback or Hindsight Options in Exponential Lévy Models

Advances in Applied Probability
Applied MathematicsStatisticsProbability
2011English

Randomized Binomial Tree and Pricing of American-Style Options

Mathematical Problems in Engineering
MathematicsEngineering
2014English

Efficiency of the Foreign Currency Options Market

Global Finance Journal
EconomicsEconometricsFinance
2008English

A Comparison of Observation-Level Random Effect and Beta-Binomial Models for Modelling Overdispersion in Binomial Data in Ecology & Evolution

PeerJ
GeneticsMolecular BiologyBiochemistryBiological SciencesMedicineAgriculturalNeuroscience
2015English

The Informational Content of Over-The-Counter Currency Options

SSRN Electronic Journal
2004English

Price Regulation and Investment: A Real Options Approach

SSRN Electronic Journal
2008English

Evaluating Currency Crises: A Multivariate Markov Regime Switching Approach*

Manchester School
EconomicsEconometrics
2012English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy