//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Stochastischer Prozess"
~person:"Ahlip, Rehez"
~person:"Guo, Dajiang"
~subject:"Prognose"
~subject:"Prognoseverfahren"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"FX option"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Prognose
Prognoseverfahren
Currency option
4
Devisenoption
4
Volatility
4
Volatilität
4
Estimation
2
Exchange rate
2
Schätzung
2
Stochastic process
2
USA
2
United States
2
Wechselkurs
2
1987-1992
1
ARCH model
1
ARCH-Modell
1
Currency derivative
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Forecast
1
Forecasting model
1
Foreign exchange options
1
Heston's model
1
Option pricing theory
1
Optionspreistheorie
1
Risikoprämie
1
Risk premium
1
Theorie
1
Theory
1
Währungsderivat
1
jump-diffusion model
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Aufsatz im Buch
1
Book section
1
Language
All
English
3
Author
All
Ahlip, Rehez
Guo, Dajiang
Craig, Ben R.
9
Keller, Joachim G.
5
Busch, Thomas
4
Keller, Joachim
4
Kremens, Lukas
4
Martin, Ian
4
Glasserman, Paul
3
Pierdzioch, Christian
3
Takahashi, Akihiko
3
Tsekrekos, Andrianos E.
3
Wu, Qi
3
Carr, Peter
2
Chalamandaris, Georgios
2
Chang, P. H. Kevin
2
Christensen, Bent Jesper
2
Crespo Cuaresma, Jesús
2
Geršl, Adam
2
Lin, Shih-kuei
2
Nielsen, Morten Ørregaard
2
Reiswich, Dimitri
2
Slačík, Tomáš
2
Takehara, Kohta
2
Walter, Christian
2
Wang, Yongjin
2
Wong, Hoi Ying
2
Wu, Liuren
2
Wystup, Uwe
2
Zhao, Jing
2
Aase Nielsen, Jørgen
1
Antonelli, Fabio
1
Bakshi, Gurdip S.
1
Bo, Lijun
1
Brousseau, Vincent
1
Byoun, Soku
1
Byström, Hans N. E.
1
Büsser, Ralf
1
Campa, Jose M.
1
Campa, José Manuel
1
more ...
less ...
Published in...
All
Applied mathematical finance
1
Quantitative analysis in financial markets ; [Vol. 1]
1
Review of derivatives research
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semi-analytical pricing of currency options in the Heston/CIR jump-diffusion hybrid model
Ahlip, Rehez
;
Rutkowski, Marek
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010505183
Saved in:
2
Dynamic volatility trading strategies in the currency option market
Guo, Dajiang
- In:
Review of derivatives research
4
(
2000
)
2
,
pp. 133-154
Persistent link: https://www.econbiz.de/10001566795
Saved in:
3
A test of efficiency for the currency option market using stochastic volatility forecasts
Guo, Dajiang
-
1999
Persistent link: https://www.econbiz.de/10001491265
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->