Narrow search
Showing 1 - 10 of 369
Cover Image
The pricing of dollar-denominated yen DM warrants
Dravid, Ajay R. - In: Journal of international money and finance 13 (1994) 5, pp. 517-536
Persistent link: https://www.econbiz.de/10001171004
Cover Image
Pricing multivariate contingent claims using estimated risk-neutral density functions
Rosenberg, Joshua V. - In: Journal of international money and finance 17 (1998) 2, pp. 229-247
Persistent link: https://www.econbiz.de/10001246609
Cover Image
Implied exchange rate distributions : evidence from OTC option markets
Campa, José Manuel - In: Journal of international money and finance 17 (1998) 1, pp. 117-160
Persistent link: https://www.econbiz.de/10001338367
Cover Image
Currency lookback options and observation frequency : a binomial approach
Cheuk, Terry Hon Fu - In: Journal of international money and finance 16 (1997) 2, pp. 173-187
Persistent link: https://www.econbiz.de/10001225600
Cover Image
The growing impact of US monetary policy on emerging financial markets : evidence from India
Lakdawala, Aeimit - In: Journal of international money and finance 119 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013284947
Cover Image
How important is the term structure in implied volatility surface modeling? : evidence from foreign exchange options
Chalamandaris, Georgios; Tsekrekos, Andrianos E. - In: Journal of international money and finance 30 (2011) 4, pp. 623-640
Persistent link: https://www.econbiz.de/10009268799
Cover Image
Cross-hedging strategies between CDS spreads and option volatility during crises
Fonseca, José da; Gottschalk, Katrin - In: Journal of international money and finance 49 (2014), pp. 386-400
Persistent link: https://www.econbiz.de/10010464998
Cover Image
Systematic jump risks in a small open economy : simultaneous equilibrium valuation of options on the market portfolio and the exchange rate
Cao, Melanie - In: Journal of international money and finance 20 (2001) 2, pp. 191-218
Persistent link: https://www.econbiz.de/10001554410
Cover Image
Reading the smile: the message conveyed by methods which infer risk neutral densities
Jondeau, Eric; Rockinger, Michael - In: Journal of international money and finance 19 (2000) 6, pp. 885-915
Persistent link: https://www.econbiz.de/10001527355
Cover Image
Siegel's paradox and the pricing of currency options
Dumas, Bernard - In: Journal of international money and finance 14 (1995) 2, pp. 213-223
Persistent link: https://www.econbiz.de/10001181120