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Valuation of American options...
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1
Currency options : some basic principles
Redhead, Keith
- In:
The Business economist
17
(
1986
)
2
,
pp. 17-30
Persistent link: https://www.econbiz.de/10003658739
Saved in:
2
Distributions inplied by American currency futures options : A ghost's smile?
Cincibuch, Martin
- In:
The journal of futures markets
24
(
2004
)
2
,
pp. 147-178
Persistent link: https://www.econbiz.de/10001905030
Saved in:
3
The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar
Azar, Samih Antoine
;
Tortian, Annie
- In:
International journal of economics and finance
5
(
2013
)
8
,
pp. 54-64
Persistent link: https://www.econbiz.de/10009787194
Saved in:
4
Introduction to foreign exchange options
Shamah, Shani
-
2008
Persistent link: https://www.econbiz.de/10003764256
Saved in:
5
Currency derivatives : pricing
theory
, exotic options, and hedging applications
DeRosa, David F.
(
ed.
)
-
1998
Persistent link: https://www.econbiz.de/10000653853
Saved in:
6
Equilibrium valuation of foreign exchange claims
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 799-826
Persistent link: https://www.econbiz.de/10001222420
Saved in:
7
Werteingrenzung und Bewertung von Devisenoptionen
Fong, Lawrence W.
-
1996
Persistent link: https://www.econbiz.de/10013407689
Saved in:
8
Devisenoptionen zur Kurssicherung : Bewertung und Strategien
Linkwitz, Christoph
-
1992
Persistent link: https://www.econbiz.de/10000851654
Saved in:
9
Why firms use currency derivatives
Géczy, Christopher
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1323-1354
Persistent link: https://www.econbiz.de/10001227651
Saved in:
10
Hedging effectiveness of currency options and currency futures
Chang, Jack S. K.
;
Shanker, Latha
- In:
The journal of futures markets
6
(
1986
)
2
,
pp. 289-305
Persistent link: https://www.econbiz.de/10003512501
Saved in:
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