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  • Search: subject:"Exchange Options"
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Year of publication
Subject
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Option pricing theory 28 Optionspreistheorie 28 exchange options 26 Volatilität 20 Volatility 19 Option trading 17 Optionsgeschäft 17 Exchange options 15 Foreign exchange options 15 Stochastic process 15 Stochastischer Prozess 15 exchange rate 13 foreign exchange 13 foreign exchange market 12 Devisenoption 11 Currency option 10 exchange markets 10 exchange rate flexibility 10 exchange rate volatility 10 exchange rates 10 exchange rate changes 9 exchange rate policy 9 exchange rate regime 9 flexible exchange rate 9 foreign exchange markets 9 foreign exchange options 9 Exchange Options 8 exchange rate movements 8 exchange transactions 8 floating exchange rate 8 foreign exchange transactions 8 real exchange rate 8 Wechselkurs 7 exchange rate depreciation 7 exchange rate regimes 7 Correlation 6 Derivat 6 Derivative 6 Exchange rates 6 Korrelation 6
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Online availability
All
Undetermined 34 Free 33 CC license 1
Type of publication
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Article 51 Book / Working Paper 34
Type of publication (narrower categories)
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Article in journal 31 Aufsatz in Zeitschrift 31 Working Paper 3 Article 2 Graue Literatur 2 Non-commercial literature 2 research-article 2 Arbeitspapier 1 Collection of articles of several authors 1 Collection of articles written by one author 1 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1 Sammelwerk 1 Sammlung 1 conceptual-paper 1 review-article 1
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Language
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English 56 Undetermined 29
Author
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Villani, Giovanni 8 Cheang, Gerald H. L. 4 Fry-McKibbin, Renée 4 Tang, Chrismin 4 Wang, Xingchun 4 Alexander, Carol 3 Bahaji, Hamza 3 He, Xin-Jiang 3 Martin, Vance 3 Miller, Stephen Matteo 3 Morales, Armando Méndez 3 Venkatramanan, Aanand 3 Ahlip, Rehez 2 Amen, Saeed 2 Azoulay, Eddy 2 Brenner, Menachem 2 Chiarella, Carl 2 Clark, Iain J. 2 Garces, Len Patrick Dominic M. 2 Hainaut, Donatien 2 Hoque, Ariful 2 Huffman, Stephen 2 Khemraj, Tarron 2 Krishnamurti, Chandrasekhar 2 Krylova, Elizaveta 2 Landskroner, Yoram 2 Lian, Guanghua 2 Makar, Stephen 2 Nikkinen, Jussi 2 Olivares, Pablo 2 Pasha, Sukrishnalall 2 Rutkowski, Marek 2 Stein, Roy 2 Villamor, Enrique 2 Vähämaa, Sami 2 AHLIP, REHEZ 1 Baidya, Tara Keshar Nanda 1 Bastian-Pinto, Carlos de Lamare 1 Beer, Simone 1 Bouasker, Olfa 1
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Institution
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International Monetary Fund (IMF) 13 Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia 5 International Monetary Fund 4 Henley Business School, University of Reading 3 CESifo 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Crawford School of Public Policy, Australian National University 1 European Central Bank 1 Finance Discipline Group, Business School 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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IMF Working Papers 7 Quaderni DSEMS 5 Applied mathematical finance 3 ICMA Centre Discussion Papers in Finance 3 IMF Occasional Papers 3 IMF Staff Country Reports 3 The European journal of finance 3 International Journal of Managerial Finance 2 Journal of Economic Studies 2 Managerial Finance 2 Quantitative finance 2 Risks 2 Risks : open access journal 2 The journal of futures markets 2 Applied Mathematical Finance 1 Applied economics 1 Applied economics letters 1 Brazilian Business Review 1 CAMA Working Papers 1 CAMA working paper series 1 CESifo Working Paper 1 CESifo Working Paper Series 1 CIRANO Working Papers 1 Computational Economics 1 ECB Working Paper 1 Economic Modelling 1 Economic modelling 1 Economics Papers from University Paris Dauphine 1 Finance and Stochastics 1 Finance research letters 1 IMA journal of management mathematics 1 International Journal of Financial Studies : open access journal 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International Marketing Review 1 International journal of economics and finance 1 International journal of finance & economics : IJFE 1 International journal of financial engineering 1 International review of financial analysis 1 Journal for studies in economics and econometrics : SEE 1 Journal of Banking & Finance 1
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Source
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RePEc 42 ECONIS (ZBW) 33 EconStor 4 Other ZBW resources 4 USB Cologne (EcoSocSci) 2
Showing 1 - 10 of 85
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Valuing exchange options under an Ornstein-Uhlenbeck covariance model
Villamor, Enrique; Olivares, Pablo - In: International Journal of Financial Studies : open … 11 (2023) 2, pp. 1-24
In this paper we study the pricing of exchange options between two underlying assets whose dynamic show a stochastic …
Persistent link: https://www.econbiz.de/10014284721
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Exchange option valuation using Liu process
Purohit, Seema Uday; Lalit, Prasad Narahar - In: International journal of financial engineering 9 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013367504
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Pricing exchange options under stochastic correlation
Villamor, Enrique; Olivares, Pablo - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014580764
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Valuation of spread options under correlated skew Brownian motions
Song, Shiyu; Wang, Xingchun; Zhang, Xiaowen - In: The European journal of finance 30 (2024) 5, pp. 503-523
Persistent link: https://www.econbiz.de/10014547897
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Novel analytic representations for caps, floors, collars, and exchange options on continuous flows, arbitrage-free relations, and optimal investments
Dias, José Carlos; Nunes, Joaõ Pedro Vidal; Silva, … - 2024
Persistent link: https://www.econbiz.de/10015110747
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Analytically pricing exchange options with stochastic liquidity and regime switching
He, Xin-Jiang; Lin, Sha - In: The journal of futures markets 43 (2023) 5, pp. 662-676
Persistent link: https://www.econbiz.de/10014293179
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Insurance guaranty premiums and exchange options
Lee, Hangsuck; Song, Seongjoo; Lee, Gaeun - In: Mathematics and financial economics 17 (2023) 1, pp. 49-77
Persistent link: https://www.econbiz.de/10014226252
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Essays on insurance-linked securities and foreign exchange options
Beer, Simone - 2019
This dissertation consists of three papers referring to the pricing of insurance-linked securities, while a fourth one deals with investigating the dynamics of foreign exchange implied volatility and correlation surfaces. The first paper proposes a novel risk-neutral pricing approach for...
Persistent link: https://www.econbiz.de/10012152695
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Exchange option pricing under variance gamma-like models
Gardini, Matteo; Sabino, Piergiacomo - In: Applied mathematical finance 29 (2022) 6, pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
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"Burning money" and institutional decline during Zimbabwe's hyperinflation
Miller, Stephen Matteo; Ndhlela, Thandinkosi - In: Applied economics 54 (2022) 48, pp. 5605-5621
Persistent link: https://www.econbiz.de/10013411236
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