Narrow search
Showing 1 - 10 of 729,212
Cover Image
Is implied correlation worth calculating? : Evidence from foering exchange options
Walter, Christian A.; López, José A. - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 65-81
Persistent link: https://www.econbiz.de/10001497759
Cover Image
Pricing foreign currency and cross-currency options under GARCH
Duan, Jin-Chuan; Wei, Jason - In: The journal of derivatives : the official publication … 7 (1999) 1, pp. 51-68
Persistent link: https://www.econbiz.de/10001432469
Cover Image
Dual characterization of super-hedging prices in a currency market with proportional transaction costs
Schmidt, Markus R. - 1999
Persistent link: https://www.econbiz.de/10001461438
Cover Image
The effectiveness of the FX market interventions of the Bundesbank during the Louvre period : an options-based analysis
Pierdzioch, Christian - 2000
Persistent link: https://www.econbiz.de/10001465153
Cover Image
Options on the minimum or the maximum of two average prices
Wu, Xueping; Zhang, Jin E. - In: Review of derivatives research 3 (1999) 2, pp. 183-204
Persistent link: https://www.econbiz.de/10001484572
Cover Image
Currency-translated foreign equity options with path dependent features and their multi-asset extensions
Kwok, Yue-Kuen; Wong, Hoi-ying - In: International journal of theoretical and applied finance 3 (2000) 2, pp. 257-278
Persistent link: https://www.econbiz.de/10001484698
Cover Image
Stochastic interest rates and the pricing of European currency options
Adjaoute, Kpate - 1997
Persistent link: https://www.econbiz.de/10000982372
Cover Image
Cross currency option pricing
Blenman, Lloyd P. - In: Global finance journal 8 (1997) 1, pp. 159-166
Persistent link: https://www.econbiz.de/10001228390
Cover Image
Estimation of empirical pricing equations for foreign-currency options : econometric models vs. arbitrage-free models
Lieu, Der-ming - In: International review of economics & finance : IREF 6 (1997) 3, pp. 259-286
Persistent link: https://www.econbiz.de/10001230481
Cover Image
Volatility patterns : theory and some evidence from the dollar-mark option market
Gesser, Vincent - In: The journal of derivatives : the official publication … 5 (1997) 2, pp. 46-61
Persistent link: https://www.econbiz.de/10001232635