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1
Currency option pricing in credible target zones
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000883767
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2
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
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3
Currency hedging over long horizons
Froot, Kenneth
-
1993
Persistent link: https://www.econbiz.de/10000867502
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4
Forward and spot exchange rates in a multi-currency world
Hassan, Tarek A.
;
Mano, Rui C.
-
2014
Persistent link: https://www.econbiz.de/10010391780
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5
Implied exchange rate distributions : evidience from OTC option markets
Campa, José Manuel
;
Chang, P. H. Kevin
;
Reider, Robert L.
-
1997
Persistent link: https://www.econbiz.de/10000642832
Saved in:
6
Financial markets' views about the Euro-Swiss Franc floor
Jermann, Urban J.
-
2016
Persistent link: https://www.econbiz.de/10011436782
Saved in:
7
Realignment risk and currency option pricing in target zones
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000874291
Saved in:
8
Options, the value of capital, and investment
Abel, Andrew B.
;
Dixit, Avinash K.
;
Eberly, Janice C.
; …
-
1995
Persistent link: https://www.econbiz.de/10000921332
Saved in:
9
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1997
Persistent link: https://www.econbiz.de/10000619727
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10
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
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