Similar Search Results

Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate

Sviščuk, Anatolij; Tertychnyi, Maksym; Hoang, Winsor - In: Journal of mathematical finance 4 (2014) 4, pp. 265-278

Persistent link: https://www.econbiz.de/10011312416

The Q-measure dynamics of forward rates

Rebonato, Riccardo - In: Annual review of financial economics 15 (2023), pp. 493-522

Persistent link: https://www.econbiz.de/10014426352

Pricing currency derivatives with Markov-modulated Lévy dynamics

Sviščuk, Anatolij; Tertychnyi, Maksym; Elliott, Robert J. - In: Insurance / Mathematics & economics 57 (2014), pp. 67-76

Persistent link: https://www.econbiz.de/10010402730

Pricing currency derivatives under the benchmark approach

Baldeaux, Jan; Grasselli, Martino; Platen, Eckhard - In: Journal of banking & finance 53 (2015), pp. 34-48

Persistent link: https://www.econbiz.de/10011377682

Derivative pricing based on the exchange rate in a target zone with realignment

Bo, Lijun; Wang, Yongjin; Yang, Xuewei - In: International journal of theoretical and applied finance 14 (2011) 6, pp. 945-956

Persistent link: https://www.econbiz.de/10009380992

How rational are the option prices of the Hong Kong dollar exchange rate?

Drapeau, Samuel; Wang, Tan; Wang, Tao - In: The journal of derivatives : JOD 28 (2021) 3, pp. 140-161

Persistent link: https://www.econbiz.de/10012486035

Is foreign exchange intervention through derivative instruments effective? : an analysis of the Peruvian case

Abanto Salcedo, Flavio - 2024

emphasis on the intervention carried out through derivative instruments. I use two different but related approaches to estimate … rate volatility in the short run. Second, I estimate event study regressions with intraday data, which allowed to confirm …

Persistent link: https://www.econbiz.de/10015053909

The effect of USD/EURO exchange rate volatility on futures market for gold

Bhatt, Suyash - In: International journal of applied business and economic … 10 (2012) 2, pp. 269-282

Persistent link: https://www.econbiz.de/10009731700

Information and volatility in futures and spot markets : the case of Japanese Yen

Song, Frank M.; Chatrath, Arjun - 1997

Persistent link: https://www.econbiz.de/10000977581

Currency exchange rate risk hedging strategies using MXN/USD MexDer futures contracts

Santillán Salgado, Roberto Joaquín; Ulín-Lastra, … - In: International journal of bonds and derivatives 2 (2016) 3, pp. 186-210

Persistent link: https://www.econbiz.de/10011742331

1
2
3
4
5
6
7
8
9
10
Next
Last