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On Analytical Valuation of American Currency Options

Author

Listed:
  • Marc Chesney

    (GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC - HEC Paris - Ecole des Hautes Etudes Commerciales - CNRS - Centre National de la Recherche Scientifique)

Abstract

No abstract is available for this item.

Suggested Citation

  • Marc Chesney, 1990. "On Analytical Valuation of American Currency Options," Working Papers hal-00612316, HAL.
    • Handle: RePEc:hal:wpaper:hal-00612316
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    Cited by:

    1. Marc Chesney & Jean Lefoll, 1996. "Predicting premature exercise of an American put on stocks: theory and empirical evidence," The European Journal of Finance, Taylor & Francis Journals, vol. 2(1), pages 21-39.

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