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~isPartOf:"Finance research letters"
~subject:"Deutschland"
~subject:"Option pricing theory"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Government document"
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Deutschland
Option pricing theory
Currency derivative
14
Währungsderivat
14
Optionspreistheorie
5
Theorie
5
Theory
5
Volatility
4
Volatilität
4
Derivat
3
Derivative
3
Devisenmarkt
3
Exchange rate
3
Foreign exchange market
3
Hedging
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Wechselkurs
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Currency option
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Devisenoption
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Efficient market hypothesis
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Markov-modulated Heath-Jarrow-Morton model
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Behavioural finance
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Biased forward markets
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Börsenkurs
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CDS
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Cointegration
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Arbeitspapier
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English
5
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Chen, Jun-Home
2
Lian, Yu-Min
2
Azzone, Michele
1
Baviera, Roberto
1
Byström, Hans N. E.
1
Carrasco, José A.
1
Liao, Szu-Lang
1
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1
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Finance research letters
Journal of international money and finance
12
International journal of theoretical and applied finance
7
Discussion paper / Centre for Economic Policy Research
6
Journal of international financial markets, institutions & money
6
The journal of futures markets
6
Journal of banking & finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Europäische Hochschulschriften / 5
4
Research paper / Ekonomiska Forskningsinstitutet vid Handelshögskolan i Stockholm
4
Working paper / National Bureau of Economic Research, Inc.
4
Advances in futures and options research : a research annual
3
Applied mathematical finance
3
Global finance journal
3
International journal of economics and finance
3
International review of economics & finance : IREF
3
Journal of mathematical finance
3
Les cahiers de recherche / HEC Paris
3
Review of derivatives research
3
The European journal of finance
3
Applied financial economics
2
Australasian accounting business and finance journal : AABF
2
European economic review : EER
2
Global business and finance review
2
IMF working paper
2
Insurance / Mathematics & economics
2
International review of financial analysis
2
Journal of financial economics
2
Journal of foreign exchange and international finance : JFEIF
2
Journal of money, credit and banking : JMCB
2
Journal of multinational financial management
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of computational finance
2
The review of economics and statistics
2
The review of financial studies
2
Working paper
2
Annals of finance
1
Annual review of financial economics
1
Asia-Pacific financial markets
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ECONIS (ZBW)
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1
Foreign exchange option pricing under regime switching with asymmetrical jumps
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341395
Saved in:
2
Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
3
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:
4
Credit-implied forward volatility and volatility expectations
Byström, Hans N. E.
- In:
Finance research letters
16
(
2016
),
pp. 132-138
Persistent link: https://www.econbiz.de/10011655141
Saved in:
5
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:
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