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Search: subject:"exchange options"
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exchange options
25
Option pricing theory
24
Optionspreistheorie
24
Volatilität
19
Volatility
18
Exchange options
15
Foreign exchange options
15
Stochastic process
15
Stochastischer Prozess
15
exchange rate
13
foreign exchange
13
foreign exchange market
12
Option trading
11
Optionsgeschäft
11
exchange markets
10
exchange rate flexibility
10
exchange rate volatility
10
exchange rates
10
exchange rate changes
9
exchange rate policy
9
exchange rate regime
9
flexible exchange rate
9
foreign exchange markets
9
foreign exchange options
9
Currency derivative
8
Exchange Options
8
Währungsderivat
8
exchange rate movements
8
exchange transactions
8
floating exchange rate
8
foreign exchange transactions
8
real exchange rate
8
Wechselkurs
7
exchange rate depreciation
7
exchange rate regimes
7
Exchange rates
6
currency risk
6
exchange rate band
6
exchange rate policies
6
exchange rate risk
6
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Free
33
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English
55
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29
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Villani, Giovanni
8
Cheang, Gerald H. L.
4
Fry-McKibbin, Renée
4
Tang, Chrismin
4
Wang, Xingchun
4
Alexander, Carol
3
Bahaji, Hamza
3
He, Xin-Jiang
3
Martin, Vance
3
Miller, Stephen Matteo
3
Morales, Armando Méndez
3
Venkatramanan, Aanand
3
Ahlip, Rehez
2
Amen, Saeed
2
Azoulay, Eddy
2
Brenner, Menachem
2
Chiarella, Carl
2
Clark, Iain J.
2
Garces, Len Patrick Dominic M.
2
Hainaut, Donatien
2
Hoque, Ariful
2
Huffman, Stephen
2
Khemraj, Tarron
2
Krishnamurti, Chandrasekhar
2
Krylova, Elizaveta
2
Landskroner, Yoram
2
Lian, Guanghua
2
Makar, Stephen
2
Nikkinen, Jussi
2
Olivares, Pablo
2
Pasha, Sukrishnalall
2
Rutkowski, Marek
2
Stein, Roy
2
Villamor, Enrique
2
Vähämaa, Sami
2
AHLIP, REHEZ
1
Baidya, Tara Keshar Nanda
1
Bastian-Pinto, Carlos de Lamare
1
Beer, Simone
1
Bouasker, Olfa
1
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International Monetary Fund (IMF)
13
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5
International Monetary Fund
4
Henley Business School, University of Reading
3
CESifo
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
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1
European Central Bank
1
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1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Université Paris-Dauphine (Paris IX)
1
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7
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5
Applied mathematical finance
3
ICMA Centre Discussion Papers in Finance
3
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3
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3
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3
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1
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1
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1
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1
Finance and Stochastics
1
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1
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1
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1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International Marketing Review
1
International journal of economics and finance
1
International journal of finance & economics : IJFE
1
International journal of financial engineering
1
International review of financial analysis
1
Journal for studies in economics and econometrics : SEE
1
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RePEc
42
ECONIS (ZBW)
32
EconStor
4
Other ZBW resources
4
USB Cologne (EcoSocSci)
2
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1
Valuing
exchange
options
under an Ornstein-Uhlenbeck covariance model
Villamor, Enrique
;
Olivares, Pablo
- In:
International Journal of Financial Studies : open …
11
(
2023
)
2
,
pp. 1-24
In this paper we study the pricing of
exchange
options
between two underlying assets whose dynamic show a stochastic …
Persistent link: https://www.econbiz.de/10014284721
Saved in:
2
Exchange option valuation using Liu process
Purohit, Seema Uday
;
Lalit, Prasad Narahar
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013367504
Saved in:
3
Pricing
exchange
options
under stochastic correlation
Villamor, Enrique
;
Olivares, Pablo
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014580764
Saved in:
4
Valuation of spread options under correlated skew Brownian motions
Song, Shiyu
;
Wang, Xingchun
;
Zhang, Xiaowen
- In:
The European journal of finance
30
(
2024
)
5
,
pp. 503-523
Persistent link: https://www.econbiz.de/10014547897
Saved in:
5
Insurance guaranty premiums and
exchange
options
Lee, Hangsuck
;
Song, Seongjoo
;
Lee, Gaeun
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014226252
Saved in:
6
Analytically pricing
exchange
options
with stochastic liquidity and regime switching
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 662-676
Persistent link: https://www.econbiz.de/10014293179
Saved in:
7
Pricing foreign
exchange
options
under a hybrid Heston-Cox-Ingersoll-Ross model with regime switching
He, Xin-Jiang
;
Chen, Wenting
- In:
IMA journal of management mathematics
33
(
2022
)
2
,
pp. 255-272
Persistent link: https://www.econbiz.de/10012798778
Saved in:
8
Approximate pricing of American
exchange
options
with jumps
Lian, Guanghua
;
Elliott, Robert J.
;
Kalev, Petko S.
; …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 983-1001
Persistent link: https://www.econbiz.de/10013287907
Saved in:
9
Exchange
options
and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
10
Exchange
options
for catastrophe risk management
Wang, Guanying
;
Wang, Xingchun
;
Shao, Xinjian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013413429
Saved in:
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