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Market-determined premia for American currency spot options
Hilliard, Jimmy E. - In: Advances in futures and options research : a research annual 5 (1991), pp. 227-240
Persistent link: https://www.econbiz.de/10001123286
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A note on weekday, intraday, and overnight patterns in the interbank foreign exchange and listed currency options markets
Hilliard, Jimmy E. - In: Journal of banking & finance 16 (1992) 6, pp. 1159-1171
Persistent link: https://www.econbiz.de/10001136204
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Currency option pricing with stochastic domestic and foreign interest rates
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 139-151
Persistent link: https://www.econbiz.de/10001106740