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Contingent claims on foreign assets following jump-diffusion processes
Martzoukos, Spiros A. - In: Review of derivatives research 6 (2003) 1, pp. 27-45
Persistent link: https://www.econbiz.de/10001772422
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The option on n assets with exchange rate and exercise price risk
Martzoukos, Spiros A. - In: Journal of multinational financial management 11 (2001) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001537472
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Hysteresis models of investment with multiple uncertainties and exchange rate risk
Martzoukos, Spiros A. - In: Review of quantitative finance and accounting 16 (2001) 3, pp. 251-267
Persistent link: https://www.econbiz.de/10001748041
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Multi-currency options and financial institutions' hedging : correlation does matter
Bryant, Sarah K.; Martzoukos, Spiros A. - In: International advances in economic research : IAER ; an … 5 (1999) 4, pp. 478-488
Persistent link: https://www.econbiz.de/10001490664