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~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
193
Option pricing theory
104
Optionspreistheorie
104
Volatility
70
Volatilität
70
Theory
67
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46
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46
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38
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30
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Article
192
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192
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95
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95
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89
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88
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15
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Hoque, Ariful
7
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5
Kit, Pong Wong
5
Tsekrekos, Andrianos E.
5
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4
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4
Carr, Peter
3
Kanas, Angelos
3
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3
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3
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3
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3
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3
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3
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2
Bali, Turan G.
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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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
Review of derivatives research
6
Global finance journal
5
International journal of theoretical and applied finance
5
International review of economics & finance : IREF
5
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4
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International review of financial analysis
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3
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European financial management : the journal of the European Financial Management Association
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International journal of economics and finance
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Journal of international financial markets, institutions & money
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The journal of finance : the journal of the American Finance Association
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Economia internazionale
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Economics letters
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2
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International journal of finance & economics : IJFE
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Journal of economic dynamics & control
2
Journal of economics & business
2
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2
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
The European journal of finance
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The Kyoto economic review
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
192
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61
Accounting for the impact of higher order moments in foreign equity option pricing model
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1726-1729
Persistent link: https://www.econbiz.de/10009271214
Saved in:
62
Cross-dynamics of exchange rate expectations : a wavelet analysis
Nikkinen, Jussi
;
Pynnönen, Seppo
;
Ranta, Mikko
; …
- In:
International journal of finance & economics : IJFE
16
(
2011
)
3
,
pp. 205-217
Persistent link: https://www.econbiz.de/10009408606
Saved in:
63
Application of a high-order asymptotic expansion scheme to long-term currency options
Takehara, Kohta
;
Toda, Masashi
;
Takahashi, Akihiko
- In:
The international journal of business and finance …
5
(
2011
)
3
,
pp. 87-99
Persistent link: https://www.econbiz.de/10008809193
Saved in:
64
Rynkowe aspekty problemów na pozagiełdowym rynku walutowych instrumentów pochodnych w Polsce w czasie globalnego kryzysu finansowego
Konopczak, Michał
;
Mielus, Piotr
;
Wieprzowski, Paweł
- In:
Bank i kredyt
42
(
2011
)
2
,
pp. 97-124
Persistent link: https://www.econbiz.de/10009152181
Saved in:
65
Forward and future implied volatility
Glasserman, Paul
;
Wu, Qi
- In:
International journal of theoretical and applied finance
14
(
2011
)
3
,
pp. 407-432
Persistent link: https://www.econbiz.de/10009154904
Saved in:
66
Foreign equity option pricing under stochastic volatility model with double jumps
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1857-1863
Persistent link: https://www.econbiz.de/10009272421
Saved in:
67
Could markets have helped predict the puzzling exchange rate path in CESEE countries during the current crisis?
Crespo Cuaresma, Jesús
;
Geršl, Adam
;
Slačík, Tomáš
- In:
Focus on European economic integration
(
2010
)
1
,
pp. 32-48
Persistent link: https://www.econbiz.de/10003944883
Saved in:
68
Trading the forward bias : are there limits to speculation?
Hochradl, Markus
;
Wagner, Christian
- In:
Journal of international money and finance
29
(
2010
)
3
,
pp. 423-441
Persistent link: https://www.econbiz.de/10003947736
Saved in:
69
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:
70
Predictable dynamics in implied volatility surfaces from OTC currency options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1175-1188
Persistent link: https://www.econbiz.de/10003977944
Saved in:
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