Journal of Mathematical Finance

Vol.2 No.3(2012), Paper ID 22109, 11 pages

DOI:10.4236/jmf.2012.23024

 

Pricing Options on Foreign Currency with a Preset Exchange Rate

 

Avner Wolf, Christopher Hessel

 

Department of Economics and Finance, Baruch College, New York, USA
Department of Economics and Finance, Baruch College, New York, USA

 

Copyright © 2012 Avner Wolf, Christopher Hessel et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


A. Wolf and C. Hessel, "Pricing Options on Foreign Currency with a Preset Exchange Rate," Journal of Mathematical Finance, Vol. 2 No. 3, 2012, pp. 214-224. doi: 10.4236/jmf.2012.23024.

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