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subject:"Currency option"
~isPartOf:"Review of derivatives research"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
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Currency option
Devisenoption
9
Option pricing theory
6
Optionspreistheorie
6
Theorie
6
Theory
6
Volatility
4
Volatilität
4
Currency derivative
2
Estimation
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FX options
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Ahn, Dong-Hyun
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Review of derivatives research
The journal of finance : the journal of the American Finance Association
The journal of futures markets
14
Working paper series / Centre for Practical Quantitative Finance
12
Journal of international money and finance
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Wiley finance series
7
IMF working paper
5
International journal of theoretical and applied finance
5
International review of economics & finance : IREF
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NBER working paper series
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Review of quantitative finance and accounting
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Applied mathematical finance
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Asia-Pacific financial markets
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Discussion paper / Centre for Economic Policy Research
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European financial management : the journal of the European Financial Management Association
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International journal of economics and finance
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
Série de trabalhos para discussão
3
Wiley series in financial engineering
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Australasian accounting business and finance journal : AABF
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1
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
2
Exchange option pricing under stochastic volatility : a correlation expansion
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 45-73
Persistent link: https://www.econbiz.de/10008695501
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 61-81
Persistent link: https://www.econbiz.de/10003829557
Saved in:
4
Locally complete markets, exchange rates and currency options
Ahn, Dong-Hyun
;
Gao, Bin
- In:
Review of derivatives research
6
(
2003
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001772396
Saved in:
5
The price of options illiquidity
Brenner, Menachem
;
Eldor, Rafi
;
Hauser, Shmuel
- In:
The journal of finance : the journal of the American …
56
(
2001
)
2
,
pp. 789-805
Persistent link: https://www.econbiz.de/10001604145
Saved in:
6
Dynamic volatility trading strategies in the currency option market
Guo, Dajiang
- In:
Review of derivatives research
4
(
2000
)
2
,
pp. 133-154
Persistent link: https://www.econbiz.de/10001566795
Saved in:
7
Options on the minimum or the maximum of two average prices
Wu, Xueping
;
Zhang, Jin E.
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001484572
Saved in:
8
Equilibrium valuation of foreign exchange claims
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 799-826
Persistent link: https://www.econbiz.de/10001222420
Saved in:
9
Why firms use currency derivatives
Géczy, Christopher
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1323-1354
Persistent link: https://www.econbiz.de/10001227651
Saved in:
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