Narrow search
Showing 1 - 10 of 14,904
Cover Image
Equilibrium pricing of currency options under a discontinuous model in a two-country economy
Xing, Yu; Yang, Xiaoping - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 2, pp. 185-198
Persistent link: https://www.econbiz.de/10011507471
Cover Image
Rare shock, two-factor stochastic volatility and currency option pricing
Wang, Guanying; Wang, Xingchun; Wang, Yongjin - In: Applied mathematical finance 21 (2014) 1/2, pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Cover Image
Markov modulated jump-diffusions for currency options when regime switching risk is priced
Liu, David - In: International journal of financial engineering 6 (2019) 4, pp. 1-26
Persistent link: https://www.econbiz.de/10012314539
Cover Image
On hedge parameters of currency options
Choi, Youngna; Yoon, Yeomin - In: International journal of business 27 (2022) 1, pp. 42-59
Persistent link: https://www.econbiz.de/10013183759
Cover Image
Currency options and exchange rate regimes
Dillén, Hans - 1994
Persistent link: https://www.econbiz.de/10000146700
Cover Image
Currency option pricing in credible target zones
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000883767
Cover Image
Currency option pricing in credible target zones
Dumas, Bernard; Jennergren, Lars Peter; Näslund, Bertil - 1992
Persistent link: https://www.econbiz.de/10000850426
Cover Image
Stochastic interest rates and the pricing of European currency options
Adjaoute, Kpate - 1997
Persistent link: https://www.econbiz.de/10000982372
Cover Image
Pricing multivariate contingent claims using estimated risk-neutral density functions
Rosenberg, Joshua V. - 1998
Persistent link: https://www.econbiz.de/10000982924
Cover Image
Pricing foreign currency options with stochastic volatility
Melino, Angelo; Turnbull, Stuart M. - 1988
Persistent link: https://www.econbiz.de/10000772329