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~isPartOf:"Applied mathematical finance"
~isPartOf:"Economia internazionale"
~isPartOf:"Journal of multinational financial management"
~subject:"United States"
~subject:"Volatility"
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Applied mathematical finance
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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
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
Saved in:
3
Pricing currency options in the presence of time-varying volatility and non-normalities
Lim, Guay C.
;
Martin, Gael M.
;
Martin, Vance
- In:
Journal of multinational financial management
16
(
2006
)
3
,
pp. 291-314
Persistent link: https://www.econbiz.de/10003328760
Saved in:
4
Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates
Chang, Chuang-chang
- In:
Journal of multinational financial management
11
(
2001
)
3
,
pp. 241-268
Persistent link: https://www.econbiz.de/10001592716
Saved in:
5
Exchange rate economic exposure under collusive pricing and hedging using Asian currency options
Kanas, Angelos
- In:
Economia internazionale
53
(
2000
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10001491674
Saved in:
6
An E-ARCH model for the term structure of implied volatility of FX options
Zhu, Yingzi
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001226702
Saved in:
7
Is economic exposure asymmetric between long-run depreciations and appreciations? : Testing using cointegration analysis
Kanas, Angelos
- In:
Journal of multinational financial management
7
(
1997
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001230351
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