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~isPartOf:"The journal of futures markets"
~subject:"Devisenoption"
~subject:"Exchange rate"
~subject:"US dollar"
~type:"article"
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Devisenoption
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14
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Sarwar, Ghulam
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The journal of futures markets
Journal of international money and finance
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Review of derivatives research
6
Global finance journal
5
International journal of theoretical and applied finance
5
International review of economics & finance : IREF
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Review of quantitative finance and accounting
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Asia-Pacific financial markets
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International review of financial analysis
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International journal of economics and finance
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Journal of international financial markets, institutions & money
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The journal of finance : the journal of the American Finance Association
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Australasian accounting business and finance journal : AABF
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Economics letters
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Quantitative analysis in financial markets ; [Vol. 1]
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The European journal of finance
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The Kyoto economic review
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The North American journal of economics and finance : a journal of financial economics studies
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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
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:
3
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:
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
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:
6
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:
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
Empirical performance of alternative pricing models of currency options
Sarwar, Ghulam
;
Krehbiel, Timothy L.
- In:
The journal of futures markets
20
(
2000
)
3
,
pp. 265-291
Persistent link: https://www.econbiz.de/10001485242
Saved in:
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