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~subject:"Devisenoption"
~subject:"Exchange rate"
~subject:"Theorie"
~subject:"US dollar"
~type_genre:"Aufsatz in Zeitschrift"
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Devisenoption
Exchange rate
Theorie
US dollar
Currency option
194
Option pricing theory
105
Optionspreistheorie
105
Volatility
71
Volatilität
71
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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193
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89
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88
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Hoque, Ariful
7
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5
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4
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3
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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
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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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European financial management : the journal of the European Financial Management Association
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3
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2
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2
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2
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International journal of finance & economics : IJFE
2
Journal of economic dynamics & control
2
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2
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2
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2
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
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ECONIS (ZBW)
193
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31
Do simple traders' rules perform better than the GARCH model? : evidence from currency options in India
Bhat, Aparna
- In:
International journal of financial markets and derivatives
6
(
2018
)
3
,
pp. 183-209
Persistent link: https://www.econbiz.de/10011870308
Saved in:
32
A proposed solution for the chicken-egg dilemma in pricing currency options
Hogue, Ariful
;
Krishnamurti, Chandrasekhar
- In:
Australasian accounting business and finance journal : AABF
7
(
2013
)
2
,
pp. 71-86
Persistent link: https://www.econbiz.de/10010246940
Saved in:
33
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
Saved in:
34
On the credibility of the Euro/Swiss Franc floor : a financial market perspective
Hertrich, Markus
;
Zimmermann, Heinz
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
2/3
,
pp. 567-578
Persistent link: https://www.econbiz.de/10011708093
Saved in:
35
Overreactions in the foreign currency options market
Han, Joong H.
;
Kang, Byung Jin
;
Chang, Ki Cheon
;
Byun, …
- In:
Asia-Pacific journal of financial studies
45
(
2016
)
3
,
pp. 380-404
Persistent link: https://www.econbiz.de/10011550792
Saved in:
36
Empirical performance of Black-Scholes and GARCH option pricing models during turbulent times : the Indian evidence
Bhat, Aparna
;
Arekar, Kirti
- In:
International journal of economics and finance
8
(
2016
)
3
,
pp. 123-136
Persistent link: https://www.econbiz.de/10011447894
Saved in:
37
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
Saved in:
38
Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy
Chiang, Mi-Hsiu
;
Li, Chang-Yi
;
Chen, Son-nan
- In:
Review of quantitative finance and accounting
46
(
2016
)
3
,
pp. 459-482
Persistent link: https://www.econbiz.de/10011595469
Saved in:
39
Pricing options on trend-stationary currencies : applications to the Chinese yuan
Mebane, Michael
- In:
Journal of risk
18
(
2015/2016
)
4
,
pp. 79-101
Persistent link: https://www.econbiz.de/10011578390
Saved in:
40
Pricing foreign exchange options under intervention by absorption modeling
Saito, Taiga
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10011619875
Saved in:
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