//--> //--> //-->
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
~isPartOf:"Emerging markets review"
~isPartOf:"Finance research letters"
~subject:"Volatility"
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:"Currency option"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Currency derivative
3
Currency option
3
Devisenoption
3
Volatilität
3
Währungsderivat
3
Currency options
2
Exchange rate
2
Option pricing theory
2
Optionspreistheorie
2
Wechselkurs
2
ARCH model
1
ARCH-Modell
1
Colombia
1
Devisenmarkt
1
Esscher transform
1
Estimation
1
Exchange rate policy
1
Exchange rates
1
Forecasting model
1
Foreign exchange market
1
Foreign exchange markets
1
Foreign exchange reserves
1
International finance
1
International reserves
1
Intervention
1
Kolumbien
1
Lateinamerika
1
Latin America
1
Latin American markets
1
Markov-modulated Heath-Jarrow-Morton model
1
Prognoseverfahren
1
Schätzung
1
Stochastic process
1
Stochastischer Prozess
1
Two-factor Markov-modulated stochastic volatility model with jumps
1
Volatility forecast
1
Volatility smile
1
Wechselkurspolitik
1
Welt
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Carrasco, José A.
1
Chen, Jun-Home
1
Keefe, Helena Glebocki
1
Lian, Yu-Min
1
Liao, Szu-Lang
1
Pincheira, Pablo
1
Rengifo, Erick W.
1
Reus, Lorenzo
1
more ...
less ...
Published in...
All
Emerging markets review
Finance research letters
Working paper series / Centre for Practical Quantitative Finance
6
Review of derivatives research
4
The journal of futures markets
4
Applied mathematical finance
3
Asia-Pacific financial markets
3
International journal of theoretical and applied finance
3
Review of quantitative finance and accounting
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Working paper series / European Central Bank ; Eurosystem
3
Asia-Pacific journal of financial studies
2
Australasian accounting business and finance journal : AABF
2
CARF Working Paper Series
2
IMF working paper
2
IMF working papers
2
International journal of economics and finance
2
Kiel working paper
2
Kieler Arbeitspapiere
2
Quantitative analysis in financial markets ; [Vol. 1]
2
The journal of fixed income
2
Working paper series / School of Economics and Finance, Curtin University
2
Applied economics
1
Applied financial economics
1
Asia Pacific financial markets in comparative perspective : issues and implications for the 21st century
1
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
1
Bundesbank Series 1 Discussion Paper
1
CARF working paper
1
Computational economics
1
Contributions to Finance and Accounting
1
Contributions to finance and accounting
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
Economic annals
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Federal Reserve Bank of Cleveland working paper series
1
Financial innovation : FIN
1
Focus on European economic integration
1
Global business and finance review
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do it with a smile : forecasting volatility with currency options
Reus, Lorenzo
;
Carrasco, José A.
;
Pincheira, Pablo
- In:
Finance research letters
34
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012436844
Saved in:
2
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
Finance research letters
16
(
2016
),
pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
Saved in:
3
Options and central bank currency market intervention : the case of Colombia
Keefe, Helena Glebocki
;
Rengifo, Erick W.
- In:
Emerging markets review
23
(
2015
),
pp. 1-25
Persistent link: https://www.econbiz.de/10011304180
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->