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~person:"Chiarella, Carl"
~person:"Jennergren, Lars Peter"
~subject:"Devisenoption"
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Devisenoption
Currency derivative
21
Währungsderivat
21
Option pricing theory
13
Optionspreistheorie
13
Exchange rate policy
8
Theorie
8
Theory
8
Wechselkurspolitik
8
Hedging
4
Welt
4
World
4
Causality analysis
3
Currency option
3
Currency speculation
3
Kausalanalyse
3
Pfund Sterling
3
Pound Sterling
3
Schweizer Franken
3
Swiss franc
3
Währungsspekulation
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Yen
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Canadian dollar
2
Credibility
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Estimation
2
Glaubwürdigkeit
2
Risikoprämie
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Risk premium
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Schätzung
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Target zone
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Volatility
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Volatilität
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Yield curve
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Zielzone
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Zinsstruktur
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1988-2004
1
1990-1998
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1992-2010
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Aktienoption
1
Arbitrage Pricing
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Chiarella, Carl
Jennergren, Lars Peter
Hoque, Ariful
5
Dumas, Bernard
4
Kit, Pong Wong
4
Näslund, Bertil
4
Chan, Felix
3
DeRosa, David F.
3
Della Corte, Pasquale
3
Lien, Da-hsiang Donald
3
Lin, Shih-kuei
3
Manzur, Meher
3
Sarno, Lucio
3
Wagner, Christian
3
Bloss, Michael
2
Broll, Udo
2
Chang, Eric Chieh
2
Chang, P. H. Kevin
2
Géczy, Christopher
2
Hui, Cho H.
2
Jennergren, L. Peter
2
Keefe, Helena Glebocki
2
Minton, Bernadette A.
2
Nikkinen, Jussi
2
Rengifo, Erick W.
2
Schmeling, Maik
2
Schrand, Catherine
2
Shamah, Shani
2
Strobel, Frank
2
Vähämaa, Sami
2
Wahl, Jack E.
2
Wang, Yongjin
2
Ahlip, Rehez
1
Alexander, Carol
1
Azar, Samih Antoine
1
Bakshi, Gurdip
1
Bakshi, Gurdip S.
1
Battermann, Harald L.
1
Beer, Simone
1
Bo, Lijun
1
Breuer, Peter
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Les cahiers de recherche / HEC Paris
1
Research paper / Ekonomiska Forskningsinstitutet vid Handelshögskolan i Stockholm
1
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
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Currency option pricing in credible target zones
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000883767
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Currency option pricing in credible target zones
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1992
Persistent link: https://www.econbiz.de/10000850426
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3
Options on non-flexible currencies
Jennergren, Lars Peter
;
Näslund, Bertil
-
1990
Persistent link: https://www.econbiz.de/10000798656
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