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~isPartOf:"Applied financial economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Quantitative analysis in financial markets ; [Vol. 1]"
~isPartOf:"The journal of futures markets"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
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Search: subject_exact:"Currency option"
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Stochastischer Prozess
Volatility
Currency option
31
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31
Option pricing theory
16
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Theorie
13
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13
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Sin, Low B.
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1
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1
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1
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1
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Applied financial economics
International review of financial analysis
Journal of international money and finance
Quantitative analysis in financial markets ; [Vol. 1]
The journal of futures markets
Working paper series / Centre for Practical Quantitative Finance
6
Review of derivatives research
4
Applied mathematical finance
3
Asia-Pacific financial markets
3
International journal of theoretical and applied finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of fixed income
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Working paper series / School of Economics and Finance, Curtin University
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Applied economics
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Asia Pacific financial markets in comparative perspective : issues and implications for the 21st century
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Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
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Bundesbank Series 1 Discussion Paper
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ECONIS (ZBW)
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1
Pricing multiasset cross-currency options
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
The journal of futures markets
34
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010254960
Saved in:
2
How important is the term structure in implied volatility surface modeling? : evidence from foreign exchange options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Journal of international money and finance
30
(
2011
)
4
,
pp. 623-640
Persistent link: https://www.econbiz.de/10009268799
Saved in:
3
Currency option pricing : mean reversion and multi-scale stochastic volatility
Wong, Hoi Ying
;
Zhao, Jing
- In:
The journal of futures markets
30
(
2010
)
10
,
pp. 938-956
Persistent link: https://www.econbiz.de/10008900932
Saved in:
4
Who knows more about future currency volatility?
Charoenwong, Charlie
;
Jenwittayaroje, Nattawut
;
Sin, Low B.
- In:
The journal of futures markets
29
(
2009
)
3
,
pp. 270-295
Persistent link: https://www.econbiz.de/10003831102
Saved in:
5
Parameter estimation bias and volatility scaling in Black-Scholes option prices
Batten, Jonathan A.
;
Ellis, Craig
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 165-176
Persistent link: https://www.econbiz.de/10002738262
Saved in:
6
The interrelation of price volatility and trading volume of currency options
Sarwar, Ghulam
- In:
The journal of futures markets
23
(
2002
)
7
,
pp. 681-700
Persistent link: https://www.econbiz.de/10001769722
Saved in:
7
An empirical investigation of the premium for volatility risk in currency options for the British pound
Sarwar, Ghulam
- In:
Applied financial economics
12
(
2002
)
12
,
pp. 913-921
Persistent link: https://www.econbiz.de/10001724754
Saved in:
8
Empirical performance of alternative pricing models of currency options
Sarwar, Ghulam
;
Krehbiel, Timothy L.
- In:
The journal of futures markets
20
(
2000
)
3
,
pp. 265-291
Persistent link: https://www.econbiz.de/10001485242
Saved in:
9
E-Arch model for implied volatility term structure of FX options
Zhu, Yingzi
;
Avellaneda, Marco
-
1999
Persistent link: https://www.econbiz.de/10001491262
Saved in:
10
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:
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