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An empirical examination of currency futures options under stochastic interest rates

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  • Poon, Winnie P. H.
  • Duett, Edwin H.

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  • Poon, Winnie P. H. & Duett, Edwin H., 1998. "An empirical examination of currency futures options under stochastic interest rates," Global Finance Journal, Elsevier, vol. 9(1), pages 29-50.
    • Handle: RePEc:eee:glofin:v:9:y:1998:i:1:p:29-50
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