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subject:"Currency option"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The journal of futures markets"
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Search: subject_exact:"Devisenoptionsgeschäft"
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Currency option
Devisenoption
17
Option pricing theory
12
Optionspreistheorie
12
Theorie
7
Theory
7
USA
6
Currency derivative
5
United States
5
Währungsderivat
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Volatility
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1987-1998
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ARCH model
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Foreign exchange reserves
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Fourier inversion
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Großbritannien
1
Handelsvolumen der Börse
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Sarwar, Ghulam
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Wong, Hoi Ying
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Bakshi, Gurdip S.
1
Bali, Turan G.
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1
Brenner, Menachem
1
Chang, Jack S. K.
1
Charoenwong, Charlie
1
Chen, Zhiwu
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Karagozoglu, Ahmet K.
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Lau, Ka Yung
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Lo, Keng-hsin
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Mathis, Roswell E.
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Minton, Bernadette A.
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Rumsey, John
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Shanker, Latha
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Sin, Low B.
1
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1
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The journal of finance : the journal of the American Finance Association
The journal of futures markets
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
Review of derivatives research
6
IMF working paper
5
International journal of theoretical and applied finance
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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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Working paper / National Bureau of Economic Research, Inc.
5
Applied mathematical finance
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Asia-Pacific financial markets
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Global finance journal
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IMF working papers
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Journal of banking & finance
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Journal of financial economics
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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
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International review of financial analysis
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Journal of international financial markets, institutions & money
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Série de trabalhos para discussão
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Wiley series in financial engineering
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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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Working paper series / School of Economics and Finance, Curtin University
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Australasian accounting business and finance journal : AABF
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CARF Working Paper Series
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Discussion paper / Deutsche Bundesbank
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Discussion paper series / School of Economics and Finance, the University of Hong Kong
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Economia internazionale
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ECONIS (ZBW)
17
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1
Pricing multiasset cross-currency options
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
The journal of futures markets
34
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010254960
Saved in:
2
Option prices and risk-neutral densities for currency cross rates
Taylor, Stephen
;
Wang, Yaw-huei
- In:
The journal of futures markets
30
(
2010
)
4
,
pp. 324-360
Persistent link: https://www.econbiz.de/10003962596
Saved in:
3
Currency option pricing : mean reversion and multi-scale stochastic volatility
Wong, Hoi Ying
;
Zhao, Jing
- In:
The journal of futures markets
30
(
2010
)
10
,
pp. 938-956
Persistent link: https://www.econbiz.de/10008900932
Saved in:
4
Who knows more about future currency volatility?
Charoenwong, Charlie
;
Jenwittayaroje, Nattawut
;
Sin, Low B.
- In:
The journal of futures markets
29
(
2009
)
3
,
pp. 270-295
Persistent link: https://www.econbiz.de/10003831102
Saved in:
5
Path-dependent currency options with mean reversion
Wong, Hoi Ying
;
Lau, Ka Yung
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 275-293
Persistent link: https://www.econbiz.de/10003699322
Saved in:
6
Pricing European Asian options with skewness and kurtosis in the underlying distribution
Lo, Keng-hsin
;
Wang, Kehluh
;
Hsu, Ming-feng
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 598-616
Persistent link: https://www.econbiz.de/10003715035
Saved in:
7
Information content of cross-sectional option prices : a comparison of alternative currency option pricing models on the Japanese yen
Dupoyet, Brice
- In:
The journal of futures markets
26
(
2006
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10003303867
Saved in:
8
Distributions inplied by American currency futures options : A ghost's smile?
Cincibuch, Martin
- In:
The journal of futures markets
24
(
2004
)
2
,
pp. 147-178
Persistent link: https://www.econbiz.de/10001905030
Saved in:
9
The interrelation of price volatility and trading volume of currency options
Sarwar, Ghulam
- In:
The journal of futures markets
23
(
2002
)
7
,
pp. 681-700
Persistent link: https://www.econbiz.de/10001769722
Saved in:
10
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:
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