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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)
Inflation and Foreign Exchange Rates Under Production and Monetary Uncertainty
Garman, Mark B., (1980)
Foreign currency option values
Garman, Mark B., (1983)