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~person:"Belke, Ansgar"
~person:"Tankov, Peter"
~subject:"Exchange rate risk"
~subject:"Volatilität"
~type_genre:"Book section"
~type_genre:"Non-commercial literature"
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Exchange rate risk
Volatilität
Option pricing theory
9
Optionspreistheorie
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6
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Belke, Ansgar
Tankov, Peter
Chiarella, Carl
15
Härdle, Wolfgang
14
Christoffersen, Peter F.
12
Fengler, Matthias R.
10
Jacobs, Kris
10
Alòs, Elisa
8
Hafner, Christian M.
7
Kang, Boda
7
Wystup, Uwe
7
Bansal, Ravi
6
Farkas, Walter
6
Guidolin, Massimo
6
Guo, Hui
6
Martin, Gael M.
6
Mele, Antonio
6
Obayashi, Yoshiki
6
Platen, Eckhard
6
Sarno, Lucio
6
Schlag, Christian
6
Skiadopoulos, George
6
Wijnbergen, Sweder van
6
Adam, Klaus
5
Adrian, Tobias
5
Andersen, Torben
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Benzoni, Luca
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Christensen, Bent Jesper
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Croce, Mariano M.
5
Feunou, Bruno
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5
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5
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Jiang, George J.
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Marcet, Albert
5
McAleer, Michael
5
Nicolini, Juan Pablo
5
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Diskussionsbeiträge / IEW, Institut für Europäische Wirtschaft, Fakultät für Wirtschaftswissenschaft der Ruhr-Universität Bochum
3
Diskussionsbeiträge aus dem Institut für Volkswirtschaftslehre, Universität Hohenheim
1
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
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ECONIS (ZBW)
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Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
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2
Pricing
, hedging, and calibration in jump-diffusion models
Tankov, Peter
;
Voltchkova, Ekaterina
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 129-160)
.
2009
Persistent link: https://www.econbiz.de/10003787598
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3
Impact of exchange rate volatility on labour markets : a case of Transatlantic monetary policy coordination?
Belke, Ansgar
;
Kösters, Wim
;
Leschke, Martin
;
Polleit, …
- In:
Entscheidungsorientierte Volkswirtschaftslehre : …
,
(pp. 189-214)
.
2005
Persistent link: https://www.econbiz.de/10003345134
Saved in:
4
The impact of exchange rate volatility on labor markets : Europe versus United States
Belke, Ansgar
;
Kaas, Leo
-
2002
Persistent link: https://www.econbiz.de/10013401245
Saved in:
5
Modelling the "option value of waiting" : more evidence on the costs of intra-European exchange rate volatility
Belke, Ansgar
;
Gros, Daniel
-
1998
Persistent link: https://www.econbiz.de/10000979562
Saved in:
6
Micro- and macro-hysteresis in employment under exchange rate uncertainty
Belke, Ansgar
-
1998
Persistent link: https://www.econbiz.de/10000991791
Saved in:
7
A simple model of hysteresis in employment under exchange rate uncertainty
Belke, Ansgar
-
1998
Persistent link: https://www.econbiz.de/10000991795
Saved in:
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