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Are foreign currency options overvalued? The early experience of the Philadelphia stock exchange


  • Laurie S. Goodman
  • Susan Ross
  • Frederick Schmidt


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  • Laurie S. Goodman & Susan Ross & Frederick Schmidt, 1985. "Are foreign currency options overvalued? The early experience of the Philadelphia stock exchange," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 5(3), pages 349-359, September.
  • Handle: RePEc:wly:jfutmk:v:5:y:1985:i:3:p:349-359

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    Cited by:

    1. Alan L. Tucker & David R. Peterson & Elton Scott, 1988. "Tests Of The Black-Scholes And Constant Elasticity Of Variance Currency Call Option Valuation Models," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 11(3), pages 201-214, September.
    2. Vajanne, Laura, . "The Exchange Rate Under Target Zones," ETLA A, The Research Institute of the Finnish Economy, number 16.
    3. Ekvall, Niklas & Peter Jennergren, L. & Naslund, Bertil, 1997. "Currency option pricing with mean reversion and uncovered interest parity: A revision of the Garman-Kohlhagen model," European Journal of Operational Research, Elsevier, vol. 100(1), pages 41-59, July.
    4. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.

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