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Search: subject:"Devisenoptionsgeschäft"
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Currency option
4
Devisenoption
4
Option pricing theory
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Optionspreistheorie
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Volatilität
3
Currency derivative
2
Stochastic process
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currency option
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Ahlip, Rehez
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Avellaneda, Marco
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Chesney, Marc
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Jeanblanc, Monique
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Rutkowski, Marek
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Wang, Guanying
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Wang, Xingchun
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Applied mathematical finance
The journal of futures markets
14
Working paper series / Centre for Practical Quantitative Finance
12
Journal of international money and finance
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Wiley finance series
7
CPQF Working Paper Series
6
Review of derivatives research
6
Global finance journal
5
IMF working paper
5
International journal of theoretical and applied finance
5
International review of economics & finance : IREF
5
NBER working paper series
5
Review of quantitative finance and accounting
5
Working paper / National Bureau of Economic Research, Inc.
5
Asia-Pacific financial markets
4
IMF working papers
4
International review of financial analysis
4
Journal of banking & finance
4
Journal of financial economics
4
Journal of multinational financial management
4
NBER Working Paper
4
Working paper series / European Central Bank ; Eurosystem
4
Applied financial economics
3
Discussion paper / Centre for Economic Policy Research
3
Economic modelling
3
European financial management : the journal of the European Financial Management Association
3
International journal of economics and finance
3
Journal of international financial markets, institutions & money
3
Série de trabalhos para discussão
3
The journal of finance : the journal of the American Finance Association
3
Wiley series in financial engineering
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Working paper series / School of Economics and Finance, Curtin University
3
Australasian accounting business and finance journal : AABF
2
CARF Working Paper Series
2
Discussion paper / Deutsche Bundesbank
2
Discussion paper series / School of Economics and Finance, the University of Hong Kong
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Economia internazionale
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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
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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 American currency options in an exponential Lévy model
Chesney, Marc
;
Jeanblanc, Monique
- In:
Applied mathematical finance
11
(
2004
)
3
,
pp. 207-225
Persistent link: https://www.econbiz.de/10002243475
Saved in:
4
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
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