The valuation of currency call options in selected target zones : a theoretical formulation
Year of publication: |
2020
|
---|---|
Authors: | Abraham, Rebecca |
Published in: |
International Journal of Financial Markets and Derivatives : IJFMD. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 2545128-5. - Vol. 7.2020, 3, p. 265-290
|
Subject: | currency call options | target zone | Green's theorem | utility theory | Bessel function | Legendre | Wechselkurspolitik | Exchange rate policy | Währungsderivat | Currency derivative | Zielzone | Target zone | Optionspreistheorie | Option pricing theory |
-
Currency option pricing in credible target zones
Dumas, Bernard, (1993)
-
Currency option pricing in credible target zones
Dumas, Bernard, (1992)
-
State-dependent realignments in target zone currency regimes
Christensen, Peter Ove, (1997)
- More ...
-
Predicting informed trading at merger announcements
Abraham, Rebecca, (2013)
-
Chakraborty, Rajib, (2021)
-
An exploration of earnings whispers forecasts as predictors of stock returns
Abraham, Rebecca, (2005)
- More ...