//--> //--> //-->
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
~person:"Busch, Thomas"
~person:"Chalamandaris, Georgios"
~subject:"Option pricing theory"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Currency option
9
Devisenoption
9
Optionspreistheorie
6
Theorie
5
Theory
5
Volatility
5
Volatilität
5
Forecasting model
4
Prognoseverfahren
4
Estimation
3
Exchange rate
3
Schätzung
3
Wechselkurs
3
1999-2007
2
Euro
2
Martingal
2
Martingale
2
Pfund Sterling
2
Pound Sterling
2
Risikomanagement
2
Risk management
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
US dollar
2
US-Dollar
2
Welt
2
World
2
Zeitreihenanalyse
2
1999-2009
1
Causality analysis
1
Currency derivative
1
Devisenmarkt
1
Financial crisis
1
Finanzkrise
1
Foreign exchange market
1
Kausalanalyse
1
more ...
less ...
Type of publication
All
Article
5
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
6
Author
All
Busch, Thomas
Chalamandaris, Georgios
Wystup, Uwe
11
Craig, Ben R.
9
Hoque, Ariful
8
Takahashi, Akihiko
6
Tsekrekos, Andrianos E.
6
Keller, Joachim G.
5
Pierdzioch, Christian
5
Takehara, Kohta
5
Brenner, Menachem
4
Dumas, Bernard
4
Hauser, Shmuel
4
Keller, Joachim
4
Mizrach, Bruce Marshall
4
Näslund, Bertil
4
Chan, Felix
3
Glasserman, Paul
3
Haas, Markus
3
Jennergren, Lars Peter
3
Lin, Shih-kuei
3
Manzur, Meher
3
Mittnik, Stefan
3
Reider, Robert L.
3
Reiswich, Dimitri
3
Shamah, Shani
3
Shiraya, Kenichiro
3
Wei, Jason
3
Wong, Hoi Ying
3
Wu, Qi
3
Bali, Turan G.
2
Bhat, Aparna
2
Campa, José Manuel
2
Carr, Peter
2
Chalamandaris, George
2
Chang, P. H. Kevin
2
Chesney, Marc
2
Chiang, Mi-Hsiu
2
Clark, Iain J.
2
Della Corte, Pasquale
2
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
1
Published in...
All
Computational economics
1
Journal of banking & finance
1
Journal of international money and finance
1
Review of derivatives research
1
The European journal of finance
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Predictability in implied volatility surfaces : evidence from the euro OTC FX market
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 33-58
Persistent link: https://www.econbiz.de/10010462211
Saved in:
2
Explanatory factors and causality in the dynamics of volatility surfaces implied from OTC Asian-Pacific currency options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Computational economics
41
(
2013
)
3
,
pp. 327-358
Persistent link: https://www.econbiz.de/10009711327
Saved in:
3
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:
4
Predictable dynamics in implied volatility surfaces from OTC currency options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1175-1188
Persistent link: https://www.econbiz.de/10003977944
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 61-81
Persistent link: https://www.econbiz.de/10003829557
Saved in:
6
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->