//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~subject:"Exchange rate"
~subject:"Wechselkurspolitik"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Currency option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Exchange rate
Wechselkurspolitik
Currency option
6
Devisenoption
6
Option pricing theory
5
Optionspreistheorie
5
Volatility
5
Volatilität
5
Currency derivative
4
Währungsderivat
4
Stochastic process
3
Stochastischer Prozess
3
Wechselkurs
3
Esscher transform
2
Estimation
2
Schätzung
2
ARCH model
1
ARCH-Modell
1
Currency options
1
Forecasting model
1
Foreign exchange options
1
Heston's model
1
Lateinamerika
1
Latin America
1
Latin American markets
1
Markov-modulated Heath-Jarrow-Morton model
1
Prognoseverfahren
1
Schock
1
Shock
1
Spot foreign exchange rate
1
Theorie
1
Theory
1
Two-factor Markov-modulated stochastic volatility model with jumps
1
Volatility forecast
1
Volatility smile
1
Welt
1
World
1
currency option
1
jump-diffusion model
1
rare shock
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Carrasco, José A.
1
Chen, Jun-Home
1
Lian, Yu-Min
1
Liao, Szu-Lang
1
Pincheira, Pablo
1
Reus, Lorenzo
1
Wang, Guanying
1
Wang, Xingchun
1
Wang, Yongjin
1
more ...
less ...
Published in...
All
Applied mathematical finance
Finance research letters
IMF working paper
4
Working paper / National Bureau of Economic Research, Inc.
4
Working paper series / Centre for Practical Quantitative Finance
4
Discussion paper / Centre for Economic Policy Research
3
IMF working papers
3
Journal of international money and finance
3
NBER working paper series
3
Working paper series / European Central Bank ; Eurosystem
3
Journal of financial economics
2
Journal of money, credit and banking : JMCB
2
Kiel working paper
2
Kieler Arbeitspapiere
2
Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel
2
NBER Working Paper
2
Review of derivatives research
2
Applied financial economics
1
Asia-Pacific financial markets
1
Australasian accounting business and finance journal : AABF
1
Bundesbank Series 1 Discussion Paper
1
CARF working paper
1
Current issues in economics and finance
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / LSE Financial Markets Group
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
Discussion paper series / Center for Economic Studies, Leuven
1
Discussion papers / CEPR
1
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
EMG working paper series
1
Economia internazionale
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Federal Reserve Bank of Cleveland working paper series
1
Focus on European economic integration
1
HKIMR Working Paper
1
HKIMR working paper
1
IES working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Do it with a smile : forecasting volatility with currency options
Reus, Lorenzo
;
Carrasco, José A.
;
Pincheira, Pablo
- In:
Finance research letters
34
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012436844
Saved in:
2
Rare shock, two-factor stochastic volatility and currency option pricing
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Saved in:
3
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
Finance research letters
16
(
2016
),
pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->