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isPartOf:"The journal of finance : the journal of the American Finance Association"
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The journal of finance : the journal of the American Finance Association
Review of quantitative finance and accounting
The journal of futures markets
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy
Chiang, Mi-Hsiu
;
Li, Chang-Yi
;
Chen, Son-nan
- In:
Review of quantitative finance and accounting
46
(
2016
)
3
,
pp. 459-482
Persistent link: https://www.econbiz.de/10011595469
Saved in:
2
Foreign exchange option pricing in the currency cycle with jump risks
Lin, Chien-Hsiu
;
Lin, Shih-kuei
;
Wu, An-Chi
- In:
Review of quantitative finance and accounting
44
(
2015
)
4
,
pp. 755-789
Persistent link: https://www.econbiz.de/10011333144
Saved in:
3
Investor sentiment and interest rate volatility smile : evidence from Eurodollar options markets
Chen, Cathy Yi-Hsuan
;
Kuo, I.-doun
- In:
Review of quantitative finance and accounting
43
(
2014
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10010490403
Saved in:
4
Evaluation of black-scholes and GARCH models using currency call options data
Harikumar, T.
;
DeBoyrie, Maria Eugenia
;
Pak, Simon J.
- In:
Review of quantitative finance and accounting
23
(
2004
)
4
,
pp. 299-312
Persistent link: https://www.econbiz.de/10002534770
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5
Maturity effect on bid-ask spreads of OTC currency options
Beng, Soon-chong
;
Ding, David K.
;
Tan, Kok-hui
- In:
Review of quantitative finance and accounting
21
(
2003
)
1
,
pp. 5-15
Persistent link: https://www.econbiz.de/10001787733
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6
The price of options illiquidity
Brenner, Menachem
;
Eldor, Rafi
;
Hauser, Shmuel
- In:
The journal of finance : the journal of the American …
56
(
2001
)
2
,
pp. 789-805
Persistent link: https://www.econbiz.de/10001604145
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7
Equilibrium valuation of foreign exchange claims
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 799-826
Persistent link: https://www.econbiz.de/10001222420
Saved in:
8
Why firms use currency derivatives
Géczy, Christopher
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1323-1354
Persistent link: https://www.econbiz.de/10001227651
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