Keywords

EconomicsValuation (finance)Black–Scholes modelValuation of optionsCurrencyForeign exchangeForeign exchange marketFinancial economicsDividendMonetary economicsFinance

Affiliated Institutions

Related Publications

Theory of rational option pricing

AbstractThe following sections are included:IntroductionRestrictions on rational option pricingEffects of dividends and changing exercise priceRestrictions on rational put optio...

2005 WORLD SCIENTIFIC eBooks 7439 citations

Publication Info

Year
1983
Type
article
Volume
2
Issue
3
Pages
231-237
Citations
1101
Access
Closed

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Cite This

Mark B. Garman, Steven W. Kohlhagen (1983). Foreign currency option values. Journal of International Money and Finance , 2 (3) , 231-237. https://doi.org/10.1016/s0261-5606(83)80001-1

Identifiers

DOI
10.1016/s0261-5606(83)80001-1

Data Quality

Data completeness: 63%