Quotation Jorion, Philippe, Stoughton, Neal. 1989. An Empirical Investigation of the Early Exercise Premium of Foreign Currency Options. Journal of Futures Markets 9 365-375.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Journal of Futures Markets
Citation Index SSCI
WU Journalrating 2009 A
WU-Journal-Rating new FIN-A, STRAT-B, WH-B
Language English
Title An Empirical Investigation of the Early Exercise Premium of Foreign Currency Options
Volume 9
Year 1989
Page from 365
Page to 375

Associations

People
Stoughton, Neal (Former researcher)
External
Jorion, Philippe
Organization
Institute for Finance, Banking and Insurance IN (Details)
Research Institute for Capital Markets FI (Details)
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