//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Pricing currency options in tr...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
39,998
Volatility
39,508
Optionspreistheorie
14,113
Option pricing theory
13,797
Theorie
12,426
Theory
12,095
Börsenkurs
9,541
Share price
9,409
Schätzung
8,834
Estimation
8,644
Kapitaleinkommen
7,283
Capital income
7,257
ARCH-Modell
6,556
ARCH model
6,487
Aktienmarkt
5,853
Stock market
5,790
Stochastischer Prozess
5,287
Stochastic process
5,196
Welt
4,867
World
4,778
USA
4,744
Wechselkurs
4,638
United States
4,606
Exchange rate
4,536
Prognoseverfahren
3,958
Forecasting model
3,906
Zeitreihenanalyse
3,274
Optionsgeschäft
3,253
Option trading
3,235
Time series analysis
3,200
Derivat
3,129
Derivative
3,120
Portfolio-Management
3,035
Risk
3,028
Portfolio selection
3,011
Risiko
3,011
Ölpreis
2,382
Oil price
2,371
CAPM
2,364
Finanzmarkt
2,350
more ...
less ...
Online availability
All
Free
19,657
Undetermined
12,459
Type of publication
All
Article
28,330
Book / Working Paper
23,038
Journal
19
Other
17
Type of publication (narrower categories)
All
Article in journal
26,353
Aufsatz in Zeitschrift
26,353
Working Paper
9,047
Graue Literatur
8,405
Non-commercial literature
8,405
Arbeitspapier
8,108
Aufsatz im Buch
1,518
Book section
1,518
Hochschulschrift
784
Thesis
595
Collection of articles of several authors
239
Sammelwerk
239
Collection of articles written by one author
237
Sammlung
237
Article
168
Conference paper
158
Konferenzbeitrag
158
Aufsatzsammlung
134
Lehrbuch
132
Textbook
123
research-article
85
Konferenzschrift
68
Amtsdruckschrift
59
Government document
59
Forschungsbericht
54
Systematic review
53
Übersichtsarbeit
53
Bibliografie enthalten
47
Bibliography included
47
Dissertation u.a. Prüfungsschriften
40
Conference proceedings
35
Handbook
31
Handbuch
31
Glossar enthalten
27
Glossary included
27
Reprint
24
Rezension
24
Bibliografie
20
Case study
20
Fallstudie
20
more ...
less ...
Language
All
English
Undetermined
1,887
German
1,181
Spanish
139
French
131
Portuguese
46
Italian
31
Polish
17
Czech
14
Russian
9
Dutch
6
Romanian
6
Croatian
2
Hungarian
2
Swedish
2
Chinese
2
Danish
1
Norwegian
1
Slovak
1
Serbian
1
more ...
less ...
Author
All
McAleer, Michael
326
Gupta, Rangan
248
Caporale, Guglielmo Maria
195
Bollerslev, Tim
152
Härdle, Wolfgang
126
Chang, Chia-Lin
125
Bouri, Elie
117
Pierdzioch, Christian
114
Diebold, Francis X.
113
Madan, Dilip B.
108
Spagnolo, Nicola
102
Andersen, Torben
101
Fabozzi, Frank J.
101
Aizenman, Joshua
99
Ma, Feng
94
Chiarella, Carl
90
Engle, Robert F.
87
Koopman, Siem Jan
83
Bekaert, Geert
81
Hautsch, Nikolaus
79
Todorov, Viktor
79
Cui, Zhenyu
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
74
Caporin, Massimiliano
71
Lux, Thomas
71
Tiwari, Aviral Kumar
71
Carr, Peter
70
Prokopczuk, Marcel
70
McMillan, David G.
69
Joshi, Mark S.
68
Christoffersen, Peter F.
67
Kočenda, Evžen
66
Asai, Manabu
65
Buch, Claudia M.
65
Takahashi, Akihiko
65
Schoutens, Wim
62
Jacobs, Kris
61
Lucey, Brian M.
61
Corbet, Shaen
60
more ...
less ...
Institution
All
National Bureau of Economic Research
556
Institut für Schweizerisches Bankwesen <Zürich>
56
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
40
Centre for Analytical Finance <Århus>
37
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
World Bank
21
Ekonomiska forskningsinstitutet <Stockholm>
20
Svenska Handelshögskolan <Helsinki>
19
National Centre of Competence in Research North South <Bern>
18
International Monetary Fund
17
Chambre de commerce et d'industrie de Paris
16
Federal Reserve Bank of St. Louis
14
Center for Economic Research <Tilburg>
13
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
CESifo
10
Centre for Growth and Business Cycle Research <Manchester>
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
10
Swiss National Centre of Competence in Research North South <Bern>
10
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
9
Federal Reserve Bank of New York
9
HAL
9
Institut für Weltwirtschaft
9
Institute of Finance and Accounting <London>
8
Reserve Bank of Australia
8
Rodney L. White Center for Financial Research
8
Birkbeck College / Department of Economics
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
7
European Central Bank
7
National Centre for Econometric Research (NCER)
7
Centre for Economic Policy Research
6
Deutsche Forschungsgemeinschaft
6
Federal Reserve Bank of San Francisco
6
Federal Reserve System / Board of Governors
6
Federal Reserve System / Division of Research and Statistics
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Oxford Centre for the Analysis of Resource-Rich Economies (OxCarre), Department of Economics
6
School of Economics and Finance
6
more ...
less ...
Published in...
All
Energy economics
689
Finance research letters
686
International journal of theoretical and applied finance
556
The journal of futures markets
545
NBER working paper series
542
Journal of banking & finance
510
Working paper / National Bureau of Economic Research, Inc.
510
NBER Working Paper
453
International review of financial analysis
449
Applied economics
406
International review of economics & finance : IREF
395
Economic modelling
373
The North American journal of economics and finance : a journal of financial economics studies
370
Journal of econometrics
362
Research in international business and finance
296
Applied financial economics
294
Mathematical finance : an international journal of mathematics, statistics and financial theory
294
Applied economics letters
288
Quantitative finance
288
Working paper
288
Applied mathematical finance
287
Journal of empirical finance
287
Economics letters
275
The journal of computational finance
269
Discussion paper / Centre for Economic Policy Research
265
Finance and stochastics
253
Journal of international money and finance
249
The journal of derivatives : the official publication of the International Association of Financial Engineers
249
Journal of international financial markets, institutions & money
248
Journal of economic dynamics & control
247
Journal of financial economics
246
Journal of risk and financial management : JRFM
229
Discussion paper / Tinbergen Institute
221
The European journal of finance
219
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
198
Computational economics
194
Review of derivatives research
191
CESifo working papers
182
Pacific-Basin finance journal
181
Research paper series / Swiss Finance Institute
179
more ...
less ...
Source
All
ECONIS (ZBW)
49,376
EconStor
1,119
RePEc
382
USB Cologne (business full texts)
186
USB Cologne (EcoSocSci)
165
Other ZBW resources
99
BASE
58
OLC EcoSci
16
ArchiDok
3
more ...
less ...
Showing
1
-
10
of
51,404
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Rare shock, two-factor stochastic
volatility
and currency option pricing
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Saved in:
2
Markov modulated jump-diffusions for currency options when regime switching risk is priced
Liu, David
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012314539
Saved in:
3
Pricing foreign currency options with stochastic
volatility
Melino, Angelo
;
Turnbull, Stuart M.
-
1988
Persistent link: https://www.econbiz.de/10000772329
Saved in:
4
Vanna-volga pricing
Wystup, Uwe
-
2008
Persistent link: https://www.econbiz.de/10003737656
Saved in:
5
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:
6
Volatility
models in foreign currency option pricing
Hoque, Ariful
(
contributor
);
Chan, Felix
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003340575
Saved in:
7
FX options and smile risk
Castagna, Antonio
-
2010
Persistent link: https://www.econbiz.de/10003849324
Saved in:
8
FX
volatility
smile construction
Reiswich, Dimitri
;
Wystup, Uwe
-
2009
Persistent link: https://www.econbiz.de/10003901919
Saved in:
9
Exchange option pricing under stochastic
volatility
: a correlation expansion
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 45-73
Persistent link: https://www.econbiz.de/10008695501
Saved in:
10
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->