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The distribution of exchange rate returns and tahe pricing of currency opations
Lim, Guay C.; Lye, Jenny N.; Martin, Gael M.; Martin, Vance - In: Journal of international economics 45 (1998) 2, pp. 351-368
Persistent link: https://www.econbiz.de/10001395805
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Pricing currency options in tranquil markets : modelling volatility frowns
Lim, Guay C.; Martin, Gael M.; Martin, Vance - 2002
Persistent link: https://www.econbiz.de/10001704963
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Parametric pricing of higher order moments in S&P500 options
Lim, Guay C.; Martin, Gael M.; Martin, Vance - 2002
Persistent link: https://www.econbiz.de/10001704970
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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
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Parametric pricing of higher order moments in S&P500 options
Lim, Guay C.; Martin, Gael M.; Martin, Vance - In: Journal of applied econometrics 20 (2005) 3, pp. 377-404
Persistent link: https://www.econbiz.de/10002807211