Currency Lookback Options and the Observation Frequency: A Binomial Approach

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	173-187
Journal	Journal of International Money and Finance
Volume	16
Issue number	2
DOIs	https://doi.org/10.1016/S0261-5606(96)00052-6
Publication status	Published - 1997

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@article{07edb89b22d549389e8c7c1657f5860a,

title = "Currency Lookback Options and the Observation Frequency: A Binomial Approach",

author = "T. Cheuk and A.C.F. Vorst",

year = "1997",

doi = "10.1016/S0261-5606(96)00052-6",

language = "English",

volume = "16",

pages = "173--187",

journal = "Journal of International Money and Finance",

issn = "0261-5606",

publisher = "Elsevier B.V.",

number = "2",

}

TY - JOUR

T1 - Currency Lookback Options and the Observation Frequency: A Binomial Approach

AU - Cheuk, T.

AU - Vorst, A.C.F.

PY - 1997

Y1 - 1997

U2 - 10.1016/S0261-5606(96)00052-6

DO - 10.1016/S0261-5606(96)00052-6

M3 - Article

SN - 0261-5606

VL - 16

SP - 173

EP - 187

JO - Journal of International Money and Finance

JF - Journal of International Money and Finance

IS - 2

ER -