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~subject:"Currency option"
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Currency option
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Jermann, Urban J.
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Adjaoute, Kpate
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Bhansali, Vineer
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École des Hautes Études Commerciales <Lausanne>
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ECONIS (ZBW)
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Financial markets' views about the Euro-Swiss Franc floor
Jermann, Urban J.
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
2/3
,
pp. 553-565
Persistent link: https://www.econbiz.de/10011708088
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2
Financial markets' views about the Euro-Swiss Franc floor
Jermann, Urban J.
-
2016
Persistent link: https://www.econbiz.de/10011436782
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3
Hedging the exchange rate risk in international portfolio diversification : currency forwards versus currency options
Maurer, Raimond
;
Valiani, Shohreh
-
2003
Persistent link: https://www.econbiz.de/10001780243
Saved in:
4
Volatility and the carry trade
Bhansali, Vineer
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 72-84
Persistent link: https://www.econbiz.de/10003687359
Saved in:
5
Evaluation of black-scholes and GARCH models using currency call options data
Harikumar, T.
;
DeBoyrie, Maria Eugenia
;
Pak, Simon J.
- In:
Review of quantitative finance and accounting
23
(
2004
)
4
,
pp. 299-312
Persistent link: https://www.econbiz.de/10002534770
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6
Capturing all the information in foreign currency option prices : solving for one versus two implied variables
Pedersen, William R.
- In:
Applied economics
30
(
1998
)
12
,
pp. 1679-1683
Persistent link: https://www.econbiz.de/10001364219
Saved in:
7
An investigation into the modeling of foreign exchange risk premia and the pricing of European currency options under stochastic interest rates
Adjaoute, Kpate
-
1996
Persistent link: https://www.econbiz.de/10000971989
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