M. B. Garman and S. W. Kohlhagen, “Foreign Currency Options Values,” Journal of International Money and Finance, Vol. 2, No. 3, 1983, pp. 231-237.
has been cited by the following article:
TITLE: An Extended Model of Currency Options Applicable as Policy Tool for Central Banks with Inflation Targeting and Dollarized Economies
AUTHORS: Luis-Felipe Arizmendi
KEYWORDS: Inflation Targeting; Central Bank Policies; Exchange Rates; Currency Options
JOURNAL NAME: Theoretical Economics Letters, Vol.3 No.3, June 7, 2013
ABSTRACT: The purpose of this paper is to provide a new set of tools for policy makers at central banks. Based on the Garman-Kohlhagen [1] formula for currency options, this research extends it with the Taylor-rule expression used for inflation targeting, thus obtaining the corresponding Call and Put options and the first and higher-degree partial derivatives known as “Greeks” for key variables such as the policy target domestic interest rate and the output gap.