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A model of covered interest arbitrage under market segmentation
Blenman, Lloyd P. - In: Journal of money, credit and banking : JMCB 23 (1991) 4, pp. 706-717
Persistent link: https://www.econbiz.de/10001114139
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An analysis of the effects of market constraints on simple multi-currency arbitrage strategies
Blenman, Lloyd P. - In: Economia internazionale 48 (1996) 4, pp. 475-495
Persistent link: https://www.econbiz.de/10001195644
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Non-reversed trades : further implications for currency trading
Blenman, Lloyd P. - In: International review of economics & finance : IREF 9 (2000) 3, pp. 243-255
Persistent link: https://www.econbiz.de/10001525746
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Cross currency option pricing
Blenman, Lloyd P. - In: Global finance journal 8 (1997) 1, pp. 159-166
Persistent link: https://www.econbiz.de/10001228390
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Some properties of no-arbitrage forward currency prices
Blenman, Lloyd P. - In: Rivista internazionale di scienze economiche e … 43 (1996) 4, pp. 805-816
Persistent link: https://www.econbiz.de/10001213084
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An alternative approach to stochastic calculus for economic and financial models
Blenman, Lloyd P. (contributor) - In: Journal of economic dynamics & control 19 (1995) 3, pp. 553-568
Persistent link: https://www.econbiz.de/10001172924
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Special issue: Diversifying internationally
Blenman, Lloyd P. (contributor) - 2004
Persistent link: https://www.econbiz.de/10001889172
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Special issue: Complexity and non-linerarities in financial markets : perspectives from econophysics
Blenman, Lloyd P. (contributor) - 2012
Persistent link: https://www.econbiz.de/10009690104
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Options with constant underlying elasticity in strikes
Blenman, Lloyd P.; Clark, Steven P. - In: Review of derivatives research 8 (2005) 2, pp. 67-83
Persistent link: https://www.econbiz.de/10003177138