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Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian - 2001
Persistent link: https://www.econbiz.de/10001626608
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A numerical approach to American currency option valuation
Choi, Seung-mook S.; Marcozzi, Michael D. - In: The journal of derivatives : the official publication … 9 (2001) 2, pp. 19-29
Persistent link: https://www.econbiz.de/10001634680
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Implementation of the BDT model with different volatility estimators : applications to Eurodollar futures options
Bali, Turan G.; Karagozoglu, Ahmet K. - In: The journal of fixed income 8 (1999) 4, pp. 24-34
Persistent link: https://www.econbiz.de/10001432399
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Pricing foreign currency and cross-currency options under GARCH
Duan, Jin-Chuan; Wei, Jason - In: The journal of derivatives : the official publication … 7 (1999) 1, pp. 51-68
Persistent link: https://www.econbiz.de/10001432469
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The price of options illiquidity
Eldor, Rafael; Brenner, Menachem; Hauser, Shmuel - 2000
Persistent link: https://www.econbiz.de/10001546502
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Options on the minimum or the maximum of two average prices
Wu, Xueping; Zhang, Jin E. - In: Review of derivatives research 3 (1999) 2, pp. 183-204
Persistent link: https://www.econbiz.de/10001484572
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Currency-translated foreign equity options with path dependent features and their multi-asset extensions
Kwok, Yue-Kuen; Wong, Hoi-ying - In: International journal of theoretical and applied finance 3 (2000) 2, pp. 257-278
Persistent link: https://www.econbiz.de/10001484698
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Pricing eurodollar futures options using the BDT term structure model : the effect of yield curve smoothing
Bali, Turan G.; Karagozoglu, Ahmet K. - In: The journal of futures markets 20 (2000) 3, pp. 293-306
Persistent link: https://www.econbiz.de/10001485244
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Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
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Is implied correlation worth calculating? : Evidence from foering exchange options
Walter, Christian A.; López, José A. - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 65-81
Persistent link: https://www.econbiz.de/10001497759