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subject:"Currency derivative"
~subject:"United States"
~isPartOf:"The journal of futures markets"
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Currency derivative
United States
Currency option
14
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The journal of futures markets
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Option prices and risk-neutral densities for currency cross rates
Taylor, Stephen
;
Wang, Yaw-huei
- In:
The journal of futures markets
30
(
2010
)
4
,
pp. 324-360
Persistent link: https://www.econbiz.de/10003962596
Saved in:
2
Distributions inplied by American currency futures options : A ghost's smile?
Cincibuch, Martin
- In:
The journal of futures markets
24
(
2004
)
2
,
pp. 147-178
Persistent link: https://www.econbiz.de/10001905030
Saved in:
3
The interrelation of price volatility and trading volume of currency options
Sarwar, Ghulam
- In:
The journal of futures markets
23
(
2002
)
7
,
pp. 681-700
Persistent link: https://www.econbiz.de/10001769722
Saved in:
4
Pricing eurodollar futures options using the BDT term structure model : the effect of yield curve smoothing
Bali, Turan G.
;
Karagozoglu, Ahmet K.
- In:
The journal of futures markets
20
(
2000
)
3
,
pp. 293-306
Persistent link: https://www.econbiz.de/10001485244
Saved in:
5
Pricing Eurodollar futures options with the Ho and Lee and Black, Derman, and Toy models : an empirical comparison
Mathis, Roswell E.
;
Bierwag, Gerald O.
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10001377950
Saved in:
6
Hedging effectiveness of currency options and currency futures
Chang, Jack S. K.
;
Shanker, Latha
- In:
The journal of futures markets
6
(
1986
)
2
,
pp. 289-305
Persistent link: https://www.econbiz.de/10003512501
Saved in:
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