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On the pricing and valuation of forwards, futures, options on forwards and options on futures and their relationship
Lagerstam, Catharina - 1989
Persistent link: https://www.econbiz.de/10000125647
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Endogenous exchange rate
Vignola, Luigi - 1998
Persistent link: https://www.econbiz.de/10000679548
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Currency derivatives : pricing theory, exotic options, and hedging applications
DeRosa, David F. (ed.) - 1998
Persistent link: https://www.econbiz.de/10000653853
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Implied exchange rate distributions : evidience from OTC option markets
Campa, José Manuel; Chang, P. H. Kevin; Reider, Robert L. - 1997
Persistent link: https://www.econbiz.de/10000642832
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Currency option pricing with stochastic interst rates and transaction costs : a theoretical model
Tamborski, Mariusz - 1994
Persistent link: https://www.econbiz.de/10000147944
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Are standard deviations implied in currency option prices good predictors of future exchange rate volatility?
Tamborski, Mariusz - 1994
Persistent link: https://www.econbiz.de/10000147945
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Option pricing with a quadratic diffusion term
Rady, Sven - 1995
Persistent link: https://www.econbiz.de/10000923817
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Siegel's paradox and the pricing of currency options
Dumas, Bernard; Jennergren, Lars Peter; Näslund, Bertil - 1993
Persistent link: https://www.econbiz.de/10000882093
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Currency option pricing in credible target zones
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000883767
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Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445