An Empirical Investigation of the Value of Early Exercise in Foreign Currency Option
碩士 === 東吳大學 === 企業管理學系 === 90 === ABSTRACT Most of the foreign currency option contracts are of the American type. An American type option is generally worth more then European type option. This difference may be the early exercise premium. The value of early exercise is both s...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/42697982573803597825 |