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Is implied correlation worth calculating? : Evidence from foering exchange options
Walter, Christian A., (2000)
Pricing foreign currency and cross-currency options under GARCH
Duan, Jin-Chuan, (1999)
Dual characterization of super-hedging prices in a currency market with proportional transaction costs
Schmidt, Markus R., (1999)
A general computation scheme for a high-order asymptotic expansion method
Takahashi, Akihiko, (2012)
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko, (2010)
Application of a high-order asymptotic expansion scheme to long-term currency options
Takehara, Kohta, (2011)