EFFICIENCY TESTS OF THE FOREIGN-CURRENCY OPTIONS MARKET

被引：34

作者：

BODURTHA, JN ^{[1
]}

COURTADON, GR ^{[1
]}

机构：

[1] NYU,NEW YORK,NY 10003

来源：

JOURNAL OF FINANCE | 1986年 / 41卷 / 01期

关键词：

D O I：

10.2307/2328349

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：151 / 162

页数：12

相关论文

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[J]. JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (02) : 161 - 185
[2] BODURTHA J, 1984, PHLX CURRENCY OPTION
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[4] Cox J.C., 1985, OPTIONS MARKETS
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[6] Gould J., 1974, J FINANC ECON, V1, P107
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[8] AN EX-ANTE ANALYSIS OF PUT-CALL PARITY
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[J]. JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (04) : 363 - 378
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[10] THEORY OF RATIONAL OPTION PRICING
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