Общие вопросы
Merton R. С. Theory of Rational Option Pricing // Bell Journal of Economics and Management Science, 4 (Spring 1973). – P. 141-183.
Bodie Z. On the Risk of Stocks in the Long Run // Financial Analysts Journal, 51,3 (1995).-P. 18-22.
Валютные опционы
Amin К. andJarrow R. A. Pricing Foreign Currency Oprions under Stochastic Interest Rates // Journal of International Money anf Finance, 10 (1991). – P. 310-329.
Biger N. and Hull J. The Valuation of Currency Options // Financial Management, 12 (Spring 1983). – P. 24-28.
Garman M. B. and Kohlhagen S. W. Foreign Currency Option Values // Journal of International Money and Finance, 2 (December 1983). – P. 231-237.
Giddy I. H. andDufey G Uses and Abuses of Currency Options // Journal of Corporate Finance, 8, 3 (1995). – P. 49-57.
Grabbe, J. О. The Pricing of Call and Put Options on Foreign Exchange // Journal of International Money and Finance, 2 (December 1983). – P. 239-253.
Jorion P. Predicting Volatility in the Foreign Exchange Market // Journal of Finance, 50, 2 (1995). – P. 507-528.
Фьючерсные опционы
Black F. The Pricing of Commodity Contracts // Journal of Financial Economics, 3 (March 1976). – P. 167-179.
HilliardJ. E. andReisJ. Valuation of Commodity Futures and Options under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot // Journal of Financial and Quantitative Analysis, 33, no. 1 (March 1998). – P. 33-59.
Miltersen K. R. and Schwartz E. S. Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates // Journal of Financial and Quantitative Analysis, 33, 1 (March 1998). – P. 33-59.
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