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~isPartOf:"Journal of multinational financial management"
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Journal of multinational financial management
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1
Pricing foreign exchange options under intervention by absorption modeling
Saito, Taiga
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10011619875
Saved in:
2
Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
3
An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates
Takahashi, Akihiko
;
Takehara, Kohta
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 69-121
Persistent link: https://www.econbiz.de/10003609535
Saved in:
4
Pricing currency options in the presence of time-varying volatility and non-normalities
Lim, Guay C.
;
Martin, Gael M.
;
Martin, Vance
- In:
Journal of multinational financial management
16
(
2006
)
3
,
pp. 291-314
Persistent link: https://www.econbiz.de/10003328760
Saved in:
5
Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates
Lindset, Snorre
- In:
Journal of multinational financial management
15
(
2005
)
2
,
pp. 137-153
Persistent link: https://www.econbiz.de/10002687219
Saved in:
6
Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates
Chang, Chuang-chang
- In:
Journal of multinational financial management
11
(
2001
)
3
,
pp. 241-268
Persistent link: https://www.econbiz.de/10001592716
Saved in:
7
A note on the term structure of implied volatilities for the yen-US dollar currency option
Takezawa, Nobuya
;
Shiraishi, Noriyoshi
- In:
Asia-Pacific financial markets
5
(
1998
)
3
,
pp. 227-236
Persistent link: https://www.econbiz.de/10001372068
Saved in:
8
Is economic exposure asymmetric between long-run depreciations and appreciations? : Testing using cointegration analysis
Kanas, Angelos
- In:
Journal of multinational financial management
7
(
1997
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001230351
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