THE VALUATION OF CURRENCY OPTIONS

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[2] CURRENCY OPTION BONDS, PUTS AND CALLS ON SPOT EXCHANGE AND THE HEDGING OF CONTINGENT FOREIGN EARNINGS [J]. JOURNAL OF FINANCE, 1979, 34 (05) : 1129 - 1139

[3] GRAUER F, 1976, J FIANCIAL EC JUN, P233

[4] FORWARD EXCHANGE-RATES AS OPTIMAL PREDICTORS OF FUTURE SPOT RATES - AN ECONOMETRIC-ANALYSIS [J]. JOURNAL OF POLITICAL ECONOMY, 1980, 88 (05) : 829 - 853

[5] THEORY OF RATIONAL OPTION PRICING [J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (01): : 141 - 183

[6] SMITH C, 1976, J FINANCIAL EC JAN, P3

[7] SPRENKLE CM, 1964, RANDOM CHARACTER STO, P412

[8] A MODEL OF INTERNATIONAL ASSET PRICING [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (04) : 383 - 406

[9] STULZ RM, 1982, J FINANC ECON, P161

[10] TURNBULL SM, 1983, NOTE PRICING FOREIGN

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[2] CURRENCY OPTION BONDS, PUTS AND CALLS ON SPOT EXCHANGE AND THE HEDGING OF CONTINGENT FOREIGN EARNINGS [J]. JOURNAL OF FINANCE, 1979, 34 (05) : 1129 - 1139

[3] GRAUER F, 1976, J FIANCIAL EC JUN, P233

[4] FORWARD EXCHANGE-RATES AS OPTIMAL PREDICTORS OF FUTURE SPOT RATES - AN ECONOMETRIC-ANALYSIS [J]. JOURNAL OF POLITICAL ECONOMY, 1980, 88 (05) : 829 - 853

[5] THEORY OF RATIONAL OPTION PRICING [J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (01): : 141 - 183

[6] SMITH C, 1976, J FINANCIAL EC JAN, P3

[7] SPRENKLE CM, 1964, RANDOM CHARACTER STO, P412

[8] A MODEL OF INTERNATIONAL ASSET PRICING [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (04) : 383 - 406

[9] STULZ RM, 1982, J FINANC ECON, P161

[10] TURNBULL SM, 1983, NOTE PRICING FOREIGN