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  • Search: subject:"Implicit Price Barriers"
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Year of publication
Subject
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Deutschland 2 Devisenhandel 2 Foreign Currency Options 2 GARCH model 2 Großbritannien 2 Implicit Price Barriers 2 Japan 2 Kanada 2 Noise Trading 2 Optionspreistheorie 2 Schätzung 2 Stochastischer Prozess 2 Theorie 2 Volatility Smile 2 Volatilität 2 Wechselkurs 2 1990-1997 1 Canada 1 Currency option 1 Devisenmarkt 1 Devisenoption 1 Devisenoptionsgeschäft 1 Estimation 1 Exchange rate 1 Foreign exchange market 1 Germany 1 Market microstructure 1 Marktmikrostruktur 1 Mikrostrukturanalyse 1 Noise trading 1 Option pricing theory 1 Stochastic process 1 Theory 1 USA 1 United Kingdom 1 United States 1 Vereinigte Staaten 1 Volatility 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2
Author
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Pierdzioch, Christian 2
Published in...
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Kiel Working Paper 1 Kiel working paper 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
Noise Traders? Trigger Rates, FX Options, and Smiles
Pierdzioch, Christian - 2000
aggregate net volume and direction of standing orders executed when the exchange rate reaches certain implicit price barriers … implicit price barriers in foreign exchange markets is employed to examine whether empirical evidence supports the barriers …
Persistent link: https://www.econbiz.de/10010260624
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Cover Image
Noise traders' trigger rates, FX options, and smiles
Pierdzioch, Christian - 2000
aggregate net volume and direction of standing orders executed when the exchange rate reaches certain implicit price barriers … implicit price barriers in foreign exchange markets is employed to examine whether empirical evidence supports the barriers …
Persistent link: https://www.econbiz.de/10011476532
Saved in:
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