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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international money and finance"
~subject:"Exchange rate"
~subject:"Option pricing theory"
~subject:"Volatility"
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International review of financial analysis
Journal of international money and finance
The journal of futures markets
13
Working paper series / Centre for Practical Quantitative Finance
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Review of derivatives research
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International journal of theoretical and applied finance
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1
Options illiquidity in an over-the-counter market
Ahn, Jungkyu
- In:
International review of financial analysis
94
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014544018
Saved in:
2
How important is the term structure in implied volatility surface modeling? : evidence from foreign exchange options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Journal of international money and finance
30
(
2011
)
4
,
pp. 623-640
Persistent link: https://www.econbiz.de/10009268799
Saved in:
3
Confidence building on Euro convergence : evidence from currency options
Driessen, Joost
;
Perotti, Enrico C.
- In:
Journal of international money and finance
30
(
2011
)
3
,
pp. 474-491
Persistent link: https://www.econbiz.de/10009268833
Saved in:
4
Parameter estimation bias and volatility scaling in Black-Scholes option prices
Batten, Jonathan A.
;
Ellis, Craig
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 165-176
Persistent link: https://www.econbiz.de/10002738262
Saved in:
5
The performance of alternative valuation models in the OTC currency options market
Bollen, Nicolas P. B.
;
Rasiel, Emma
- In:
Journal of international money and finance
22
(
2003
)
1
,
pp. 33-64
Persistent link: https://www.econbiz.de/10001734737
Saved in:
6
Valuation of LIBOR-contingent FX options
Tucker, Alan L.
- In:
Journal of international money and finance
17
(
1998
)
2
,
pp. 269-277
Persistent link: https://www.econbiz.de/10001246608
Saved in:
7
Pricing multivariate contingent claims using estimated risk-neutral density functions
Rosenberg, Joshua V.
- In:
Journal of international money and finance
17
(
1998
)
2
,
pp. 229-247
Persistent link: https://www.econbiz.de/10001246609
Saved in:
8
Implied exchange rate distributions : evidence from OTC option markets
Campa, José Manuel
- In:
Journal of international money and finance
17
(
1998
)
1
,
pp. 117-160
Persistent link: https://www.econbiz.de/10001338367
Saved in:
9
Implied foreign exchange rates using options prices
Brenner, Menachem
- In:
International review of financial analysis
5
(
1996
)
3
,
pp. 171-183
Persistent link: https://www.econbiz.de/10001233349
Saved in:
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