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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international money and finance"
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12
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International review of financial analysis
Journal of international money and finance
The journal of futures markets
14
Working paper series / Centre for Practical Quantitative Finance
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Wiley finance series
7
Review of derivatives research
6
IMF working paper
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
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1
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:
2
Confidence building on Euro convergence : evidence from currency options
Driessen, Joost
;
Perotti, Enrico C.
- In:
Journal of international money and finance
30
(
2011
)
3
,
pp. 474-491
Persistent link: https://www.econbiz.de/10009268833
Saved in:
3
Trading the forward bias : are there limits to speculation?
Hochradl, Markus
;
Wagner, Christian
- In:
Journal of international money and finance
29
(
2010
)
3
,
pp. 423-441
Persistent link: https://www.econbiz.de/10003947736
Saved in:
4
Are options redundant? : Further evidence from currency futures markets
Chan, Leo H.
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
15
(
2006
)
2
,
pp. 179-188
Persistent link: https://www.econbiz.de/10003320652
Saved in:
5
Parameter estimation bias and volatility scaling in Black-Scholes option prices
Batten, Jonathan A.
;
Ellis, Craig
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 165-176
Persistent link: https://www.econbiz.de/10002738262
Saved in:
6
Optimal bidding and hedging in international markets
Lien, Da-hsiang Donald
;
Kit, Pong Wong
- In:
Journal of international money and finance
23
(
2004
)
5
,
pp. 785-798
Persistent link: https://www.econbiz.de/10002138774
Saved in:
7
The performance of alternative valuation models in the OTC currency options market
Bollen, Nicolas P. B.
;
Rasiel, Emma
- In:
Journal of international money and finance
22
(
2003
)
1
,
pp. 33-64
Persistent link: https://www.econbiz.de/10001734737
Saved in:
8
Exchange rate intervention with options
Zapatero, Fernando
;
Reverter, Luis F.
- In:
Journal of international money and finance
22
(
2003
)
2
,
pp. 289-306
Persistent link: https://www.econbiz.de/10001745738
Saved in:
9
Implied exchange rate distributions : evidence from OTC option markets
Campa, José Manuel
- In:
Journal of international money and finance
17
(
1998
)
1
,
pp. 117-160
Persistent link: https://www.econbiz.de/10001338367
Saved in:
10
Valuation of LIBOR-contingent FX options
Tucker, Alan L.
- In:
Journal of international money and finance
17
(
1998
)
2
,
pp. 269-277
Persistent link: https://www.econbiz.de/10001246608
Saved in:
11
Pricing multivariate contingent claims using estimated risk-neutral density functions
Rosenberg, Joshua V.
- In:
Journal of international money and finance
17
(
1998
)
2
,
pp. 229-247
Persistent link: https://www.econbiz.de/10001246609
Saved in:
12
Implied foreign exchange rates using options prices
Brenner, Menachem
- In:
International review of financial analysis
5
(
1996
)
3
,
pp. 171-183
Persistent link: https://www.econbiz.de/10001233349
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