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~isPartOf:"Review of derivatives research"
~subject:"Devisenoption"
~subject:"Exchange rate"
~subject:"Risk premium"
~subject:"Theorie"
~subject:"US dollar"
~type_genre:"Aufsatz in Zeitschrift"
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Devisenoption
Exchange rate
Risk premium
Theorie
US dollar
Currency option
6
Option pricing theory
4
Optionspreistheorie
4
Volatility
4
Volatilität
4
Theory
3
Estimation
2
Schätzung
2
Wechselkurs
2
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FX options
1
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1
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1
Martingal
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1
No-arbitrage
1
Numerical analysis
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Numerisches Verfahren
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Option trading
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Optionsgeschäft
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Pfund Sterling
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Aufsatz in Zeitschrift
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Ahn, Dong-Hyun
1
Antonelli, Fabio
1
Busch, Thomas
1
Gao, Bin
1
Guo, Dajiang
1
Muck, Matthias
1
Ramponi, A.
1
Scarlatti, S.
1
Wu, Xueping
1
Zhang, Jin E.
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Review of derivatives research
The journal of futures markets
13
Journal of international money and finance
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Global finance journal
5
International journal of theoretical and applied finance
5
International review of economics & finance : IREF
5
Review of quantitative finance and accounting
5
Applied mathematical finance
4
Asia-Pacific financial markets
4
International review of financial analysis
4
Journal of banking & finance
4
Journal of financial economics
4
Journal of multinational financial management
4
Applied financial economics
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
The journal of finance : the journal of the American Finance Association
3
Australasian accounting business and finance journal : AABF
2
Economia internazionale
2
Economics letters
2
Finance : revue de l'Association Française de Finance
2
Finance research letters
2
Global business and finance review
2
International journal of finance & economics : IJFE
2
Journal of economic dynamics & control
2
Journal of economics & business
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of money, credit and banking : JMCB
2
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
The European journal of finance
2
The Kyoto economic review
2
The North American journal of economics and finance : a journal of financial economics studies
2
The international journal of business and finance research : IJBFR
2
The journal of fixed income
2
Theoretical economics letters
2
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ECONIS (ZBW)
6
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1
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
2
Exchange option pricing under stochastic volatility : a correlation expansion
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 45-73
Persistent link: https://www.econbiz.de/10008695501
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 61-81
Persistent link: https://www.econbiz.de/10003829557
Saved in:
4
Locally complete markets, exchange rates and currency options
Ahn, Dong-Hyun
;
Gao, Bin
- In:
Review of derivatives research
6
(
2003
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001772396
Saved in:
5
Dynamic volatility trading strategies in the currency option market
Guo, Dajiang
- In:
Review of derivatives research
4
(
2000
)
2
,
pp. 133-154
Persistent link: https://www.econbiz.de/10001566795
Saved in:
6
Options on the minimum or the maximum of two average prices
Wu, Xueping
;
Zhang, Jin E.
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001484572
Saved in:
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