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~person:"Martin, Gael M."
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Option pricing theory
5
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Martin, Gael M.
Lim, Guay C.
213
Tsiaplias, Sarantis
88
Chua, Chew Lian
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Dixon, Robert J.
33
McNelis, Paul D.
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Martin, Vance
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Lim, G. C.
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Viet Hoang Nguyen
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LIM, GUAY C.
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Lim, G.C.
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
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:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
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