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Trading frequency and implied transaction costs of foreign exchange options

Hauser, Shmuel - In: Advances in futures and options research : a research annual 7 (1994), pp. 37-45

Persistent link: https://www.econbiz.de/10001193406

Trading frequency and the efficiency of price discovery in a non-dealer market

Hauser, Shmuel; Levy, Azriel; Yaari, Uzi - In: The European journal of finance 7 (2001) 3, pp. 187-197

Persistent link: https://www.econbiz.de/10001603500

Pricing of foreign exchange options with transaction costs : the coice of trading interval

Hauser, Shmuel - In: International review of financial analysis 5 (1996) 2, pp. 145-160

Persistent link: https://www.econbiz.de/10001227039

Early exercise of foreign currency options : determinants of American premium and the critical exchange rate

Fabozzi, Frank J. - In: Advances in futures and options research : a research annual 4 (1990), pp. 219-236

Persistent link: https://www.econbiz.de/10001101731

Safer Margins for Option Trading : How Accuracy Promotes Efficiency

Eldor, Rafi (Rafael) - 2015

Margin requirements are designed to control the default risk inherent to commitments undertaken by traders writing options. Much like similar institutions, the Tel Aviv Stock Exchange first adopted a system based on the Standard Portfolio Analysis of Risk (SPAN), which sets required levels of...

Persistent link: https://www.econbiz.de/10013020399