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Volatility trading
Sinclair, Euan Fraser Fitzpatrick - 2008
Persistent link: https://www.econbiz.de/10003676946
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Effect of liquidity on the implied volatility surface in interest rate options markets
Kim, Kwanho - In: Global business and finance review 22 (2017) 3, pp. 45-60
Persistent link: https://www.econbiz.de/10011849353
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Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias - In: Review of derivatives research 25 (2022) 3, pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
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Are standard deviations implied in currency option prices good predictors of future exchange rate volatility?
Tamborski, Mariusz - 1994
Persistent link: https://www.econbiz.de/10000147945
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On hedge parameters of currency options
Choi, Youngna; Yoon, Yeomin - In: International journal of business 27 (2022) 1, pp. 42-59
Persistent link: https://www.econbiz.de/10013183759
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Currency derivatives : pricing theory, exotic options, and hedging applications
DeRosa, David F. (ed.) - 1998
Persistent link: https://www.econbiz.de/10000653853
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Liquidity in Currency Options Market in India
Chandra, Abhijeet - 2013
, volatility, returns and speculation in currency options market. Specifically, we aim to address the following issues with respect …? (2) How is the liquidity in the currency options market related to volatility? and (3) Does speculators' capital drive …
Persistent link: https://www.econbiz.de/10013082944
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Pricing options on trend-stationary currencies : applications to the Chinese yuan
Mebane, Michael - In: Journal of risk 18 (2015/2016) 4, pp. 79-101
Persistent link: https://www.econbiz.de/10011578390
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Pricing of European currency options considering the dynamic information costs
Dammak, Wael; Ben Hamad, Salah; Peretti, Christian de; … - In: Global finance journal 58 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014633228
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Crypto quanto and inverse options
Alexander, Carol; Chen, Ding; Imeraj, Arben - In: Mathematical finance : an international journal of … 33 (2023) 4, pp. 1005-1043
Persistent link: https://www.econbiz.de/10014370619