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~subject:"Exchange rate"
~subject:"Theorie"
~subject:"US dollar"
~subject:"Währungsderivat"
~type_genre:"Aufsatz in Zeitschrift"
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Exchange rate
Theorie
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Currency option
194
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193
Option pricing theory
105
Optionspreistheorie
105
Volatility
71
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Hoque, Ariful
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Journal of international money and finance
9
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6
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5
International journal of theoretical and applied finance
5
Review of derivatives research
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
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2
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2
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2
The North American journal of economics and finance : a journal of financial economics studies
2
Theoretical economics letters
2
Accounting, auditing & accountability journal
1
Advances in futures and options research : a research annual
1
Advances in investment analysis and portfolio management : a research annual
1
Applied financial economics
1
Asia-Pacific journal of financial studies
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1
Current issues in economics and finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
128
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71
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10003546310
Saved in:
72
Pricing currency options in the presence of time-varying volatility and non-normalities
Lim, Guay C.
;
Martin, Gael M.
;
Martin, Vance
- In:
Journal of multinational financial management
16
(
2006
)
3
,
pp. 291-314
Persistent link: https://www.econbiz.de/10003328760
Saved in:
73
Restricted export flexibility and risk management with options and forward contracts
Adam-Müller, Axel F. A.
;
Kit, Pong Wong
- In:
Kredit und Kapital
39
(
2006
)
2
,
pp. 211-232
Persistent link: https://www.econbiz.de/10003353683
Saved in:
74
The trading volume of currency options and the spot exchange rate
Machnes, Yaffa
- In:
Emerging markets finance & trade : a journal of the …
42
(
2006
)
3
,
pp. 91-97
Persistent link: https://www.econbiz.de/10003346420
Saved in:
75
American Parisian options
Chesney, Marc
;
Gauthier, Laurent
- In:
Finance and stochastics
10
(
2006
)
4
,
pp. 475-506
Persistent link: https://www.econbiz.de/10003405643
Saved in:
76
Pricing path-dependent options with jump risk via Laplace transforms
Kou, Steven
;
Petrella, Giovanni
;
Wang, Hui
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003379381
Saved in:
77
Covered arbitrage with currency options : a theoretical analysis
Ghosh, Dilip K.
;
Ghosh, Dipasri
- In:
Global finance journal
16
(
2005
)
1
,
pp. 86-98
Persistent link: https://www.econbiz.de/10003081367
Saved in:
78
Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates
Lindset, Snorre
- In:
Journal of multinational financial management
15
(
2005
)
2
,
pp. 137-153
Persistent link: https://www.econbiz.de/10002687219
Saved in:
79
'That courage is not inconsistent with caution' : currency hedging for superannuation funds
Thorp, Susan
- In:
The economic record : er
81
(
2005
)
252
,
pp. 38-50
Persistent link: https://www.econbiz.de/10002712826
Saved in:
80
Currency options and export-flexible firms
Kit, Pong Wong
;
Yick, Ho Yin
- In:
Bulletin of economic research
56
(
2004
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10002345967
Saved in:
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