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subject:"Currency option"
~isPartOf:"Economic modelling"
~isPartOf:"Série de trabalhos para discussão"
~subject:"Exchange rate"
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Search: subject_exact:"Devisenoptionsgeschäft"
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Currency option
Exchange rate
Devisenoption
6
Option pricing theory
4
Optionspreistheorie
4
Emerging economies
2
Schwellenländer
2
1999-2000
1
Brasilien
1
Brazil
1
Currency crisis
1
Economic indicator
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Estimation
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Exchange Rate
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Financial crisis
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Finanzkrise
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Forecasting model
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Prognoseverfahren
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Relative Risk Version
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Risikoaversion
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Risk aversion
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Risk-Neutral Density
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Schätzung
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Stochastic process
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Stochastischer Prozess
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Theorie
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Theory
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Wechselkurs
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Wirtschaftsindikator
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Währungskrise
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currency options and financial crises
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risk aversion indexes
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Li, Hongyi
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Xu, Weidong
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Andrade, Sandro C.
1
Marins, Jaqueline Terra Moura
1
Ornelas, José Renato Haas
1
Tabak, Benjamin Miranda
1
Wang, Ying-luo
1
Xiao, Wei-lin
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Economic modelling
Série de trabalhos para discussão
The journal of futures markets
14
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Journal of international money and finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Review of derivatives research
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ECONIS (ZBW)
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1
Option-based risk aversion indicators for predicting currency crises in emerging markets
Marins, Jaqueline Terra Moura
-
2020
Persistent link: https://www.econbiz.de/10012171354
Saved in:
2
Assessing the forecast ability of risk-neutral densities and real-world densities from emerging markets currencies
Ornelas, José Renato Haas
-
2014
Persistent link: https://www.econbiz.de/10010471926
Saved in:
3
Accounting for the impact of higher order moments in foreign equity option pricing model
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1726-1729
Persistent link: https://www.econbiz.de/10009271214
Saved in:
4
Foreign equity option pricing under stochastic volatility model with double jumps
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1857-1863
Persistent link: https://www.econbiz.de/10009272421
Saved in:
5
Pricing currency options in a fractional Brownian motion with jumps
Xiao, Wei-lin
;
Zhang, Wei-guo
;
Zhang, Xi-li
;
Wang, Ying-luo
- In:
Economic modelling
27
(
2010
)
5
,
pp. 935-942
Persistent link: https://www.econbiz.de/10008824938
Saved in:
6
Is it worth tracking dollar/real implied volatility?
Andrade, Sandro C.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001741879
Saved in:
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