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On the analytical valuation of American currency options
Chesney, Marc - 1990
Persistent link: https://www.econbiz.de/10000789485
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Pricing American currency options : an analytical approach
Chesney, Marc - 1989
Persistent link: https://www.econbiz.de/10000766779
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Prix d'équilibre et efficience sur le marché suisse des options sur devises : analyse théor. et tests empir
Chesney, Marc - In: Finance : revue de l'Association Française de Finance 7 (1986) 2, pp. 149-167
Persistent link: https://www.econbiz.de/10001016343
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Relations triangulaires entre valeurs des options
Chesney, Marc - In: Finance : revue de l'Association Française de Finance 11 (1990) 2, pp. 33-41
Persistent link: https://www.econbiz.de/10001103019
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Options to trade foreign currencies at the "most favorable" rate
Chesney, Marc; Barone-Adesi, Giovanni - 1991
Persistent link: https://www.econbiz.de/10000813418
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The pricing of European currency options : empir. tests based on Swiss data
Chesney, Marc - In: Aussenwirtschaft : schweizerische Zeitschrift für … 42 (1987) 2, pp. 213-228
Persistent link: https://www.econbiz.de/10001031282
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Pricing European currency options : a comparison of the modified Black-Scholes model and a random variance model
Chesney, Marc - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 3, pp. 267-284
Persistent link: https://www.econbiz.de/10001074017
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Les options sur devises : une revue des modèles théoriques et des travaux empiriques
Chesney, Marc - In: Finance : revue de l'Association Française de Finance 9 (1988) 2, pp. 7-33
Persistent link: https://www.econbiz.de/10001075203