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type_genre:"Arbeitspapier"
~person:"Jennergren, Lars Peter"
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Search: subject_exact:"Currency futures"
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Currency derivative
10
Währungsderivat
10
Option pricing theory
9
Optionspreistheorie
9
Exchange rate policy
6
Wechselkurspolitik
6
Currency option
3
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3
Credibility
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Arbeitspapier
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Jennergren, Lars Peter
Broll, Udo
27
Zilcha, Itzhak
11
Näslund, Bertil
10
Vries, Casper G. de
10
Wahl, Jack E.
10
Bernoth, Kerstin
8
Dumas, Bernard
7
Hagen, Jürgen von
7
Kit, Pong Wong
7
Taylor, Mark P.
7
Bacchetta, Philippe
6
Sarno, Lucio
6
Baba, Naohiko
5
Obstfeld, Maurice
5
Sercu, Piet
5
Van Wincoop, Eric
5
Clarida, Richard H.
4
Della Corte, Pasquale
4
Díez de los Ríos, Antonio
4
Gourinchas, Pierre-Olivier
4
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4
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4
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4
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4
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4
Moore, Michael J.
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Röthig, Andreas
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Timmer, Yannick
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Tornell, Aaron
4
Zhou, Su
4
Alfaro, Laura
3
Ayuso, Juan
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Bahaj, Saleem
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Baillie, Richard
3
Bhar, Ramaprasad
3
Bond, Derek
3
Bos, Charles S.
3
Calani, Mauricio
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Chambre de commerce et d'industrie de Paris
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Research paper / Ekonomiska Forskningsinstitutet vid Handelshögskolan i Stockholm
5
Les cahiers de recherche / HEC Paris
3
Working paper / National Bureau of Economic Research, Inc.
2
EFI research paper / Ekonomiska Forskningsinstitutet, Handelshögskolan i Stockholm
1
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ECONIS (ZBW)
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1
Realignment risk and currency option pricing in target zones
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000874291
Saved in:
2
Currency option pricing with mean reversion and uncovered interest parity : a revision of the Garman-Kohlhagen model
Ekvall, Niklas
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000878104
Saved in:
3
Currency option pricing in a family of exchange rate regimes
Ekvall, Niklas
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000879346
Saved in:
4
Realignment risk and currency option pricing in target zones
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000881672
Saved in:
5
Siegel's paradox and the pricing of currency options
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000882093
Saved in:
6
Currency option pricing in credible target zones
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000883767
Saved in:
7
Siegel's paradox and the pricing of currency options
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000855255
Saved in:
8
Realignment risk and currency option pricing in target zones
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1992
Persistent link: https://www.econbiz.de/10000846756
Saved in:
9
Currency option pricing in credible target zones
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1992
Persistent link: https://www.econbiz.de/10000850426
Saved in:
10
Options on non-flexible currencies
Jennergren, Lars Peter
;
Näslund, Bertil
-
1990
Persistent link: https://www.econbiz.de/10000798656
Saved in:
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