TESTS OF AN AMERICAN OPTION PRICING MODEL ON THE FOREIGN-CURRENCY OPTIONS MARKET

[11] GRABBE JO, 1983, J INT MONEY FINANC, V2, P239

[12] KENDALL MG, 1979, ADV THEORY STATISTIC

[13] EMPIRICAL-EXAMINATION OF THE BLACK-SCHOLES CALL OPTION PRICING MODEL [J]. JOURNAL OF FINANCE, 1979, 34 (05) : 1173 - 1186

[14] MASON SP, 1979, THESIS MIT

[15] MCCULLOCH JH, 1985, UNPUB VALUE EUROPEAN

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

[17] IMPACT ON OPTION PRICING OF SPECIFICATION ERROR IN UNDERLYING STOCK-PRICE RETURNS [J]. JOURNAL OF FINANCE, 1976, 31 (02) : 333 - 350

[18] OPTION PRICING - AMERICAN PUT [J]. JOURNAL OF BUSINESS, 1977, 50 (01) : 21 - 36

[19] PHILLIPS SM, 1980, J FINANC ECON, V8, P179, DOI 10.1016/0304-405X(80)90016-1

[20] ANALYTIC VALUATION FORMULA FOR UNPROTECTED AMERICAN CALL OPTIONS ON STOCKS WITH KNOWN DIVIDENDS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) : 251 - 258

[11] GRABBE JO, 1983, J INT MONEY FINANC, V2, P239

[12] KENDALL MG, 1979, ADV THEORY STATISTIC

[13] EMPIRICAL-EXAMINATION OF THE BLACK-SCHOLES CALL OPTION PRICING MODEL [J]. JOURNAL OF FINANCE, 1979, 34 (05) : 1173 - 1186

[14] MASON SP, 1979, THESIS MIT

[15] MCCULLOCH JH, 1985, UNPUB VALUE EUROPEAN

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

[17] IMPACT ON OPTION PRICING OF SPECIFICATION ERROR IN UNDERLYING STOCK-PRICE RETURNS [J]. JOURNAL OF FINANCE, 1976, 31 (02) : 333 - 350

[18] OPTION PRICING - AMERICAN PUT [J]. JOURNAL OF BUSINESS, 1977, 50 (01) : 21 - 36

[19] PHILLIPS SM, 1980, J FINANC ECON, V8, P179, DOI 10.1016/0304-405X(80)90016-1

[20] ANALYTIC VALUATION FORMULA FOR UNPROTECTED AMERICAN CALL OPTIONS ON STOCKS WITH KNOWN DIVIDENDS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) : 251 - 258