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~isPartOf:"Finance research letters"
~subject:"Option pricing theory"
~subject:"Volatility"
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Option pricing theory
Volatility
Currency derivative
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Devisenoption
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Optionspreistheorie
2
Volatilität
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Wechselkurs
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Esscher transform
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Reus, Lorenzo
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Finance research letters
The journal of futures markets
13
Working paper series / Centre for Practical Quantitative Finance
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Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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International journal of theoretical and applied finance
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Quantitative analysis in financial markets ; [Vol. 1]
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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
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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
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