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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Australasian accounting business and finance journal : AABF"
~isPartOf:"Journal of multinational financial management"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
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Search: subject_exact:"Foreign currency option"
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Currency option
13
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13
Option pricing theory
7
Optionspreistheorie
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7
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Asia-Pacific financial markets
Australasian accounting business and finance journal : AABF
Journal of multinational financial management
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
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1
Pricing currency options with intra-daily implied volatility
Hoque, Ariful
;
Kalev, Petko S.
- In:
Australasian accounting business and finance journal : AABF
9
(
2014
)
1
,
pp. 43-56
Persistent link: https://www.econbiz.de/10010520230
Saved in:
2
A proposed solution for the chicken-egg dilemma in pricing currency options
Hogue, Ariful
;
Krishnamurti, Chandrasekhar
- In:
Australasian accounting business and finance journal : AABF
7
(
2013
)
2
,
pp. 71-86
Persistent link: https://www.econbiz.de/10010246940
Saved in:
3
Pricing foreign exchange options under intervention by absorption modeling
Saito, Taiga
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10011619875
Saved in:
4
Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
5
An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates
Takahashi, Akihiko
;
Takehara, Kohta
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 69-121
Persistent link: https://www.econbiz.de/10003609535
Saved in:
6
Pricing currency options in the presence of time-varying volatility and non-normalities
Lim, Guay C.
;
Martin, Gael M.
;
Martin, Vance
- In:
Journal of multinational financial management
16
(
2006
)
3
,
pp. 291-314
Persistent link: https://www.econbiz.de/10003328760
Saved in:
7
Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates
Lindset, Snorre
- In:
Journal of multinational financial management
15
(
2005
)
2
,
pp. 137-153
Persistent link: https://www.econbiz.de/10002687219
Saved in:
8
Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates
Chang, Chuang-chang
- In:
Journal of multinational financial management
11
(
2001
)
3
,
pp. 241-268
Persistent link: https://www.econbiz.de/10001592716
Saved in:
9
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:
10
A note on the term structure of implied volatilities for the yen-US dollar currency option
Takezawa, Nobuya
;
Shiraishi, Noriyoshi
- In:
Asia-Pacific financial markets
5
(
1998
)
3
,
pp. 227-236
Persistent link: https://www.econbiz.de/10001372068
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