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The premium on a currency option contract can be calculated in a similar way to an options on futures contract, replacing the futures price for

The premium on a currency option contract can be calculated in a similar way to

an options on futures contract, replacing the futures price for the domestic interest rate

an American share option where dividends become the domestic interest rate

an index option where the foreign interest rate is substituted for the dividend yield

pseudo-American option pricing

an options on futures contract, replacing the futures price for the foreign interest rate

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