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Noise traders' trigger rates, FX options, and smiles
Pierdzioch, Christian - 2000
A contingent claims valuation model which allows to highlight the implications of program trading in spot markets for the pricing of European-style foreign currency options and for the volatility strike structure implicit in these contracts is devoloped. The curvature of the volatility strike...
Persistent link: https://www.econbiz.de/10011476532
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Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian - 2001
Persistent link: https://www.econbiz.de/10001626608
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Noise traders' trigger rates, FX options, and smiles
Pierdzioch, Christian - 2000
Persistent link: https://www.econbiz.de/10013261076
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EGARCH option pricing with asymmetries in the mean equation
Kang, Tae-hoon - In: The Korean economic review 14 (1998) 1, pp. 79-98
Persistent link: https://www.econbiz.de/10001488703
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Valuation of a trade subsidy using option pricing theory
Bremser, Albert W. - In: Journal of legal economics 17 (2010/11) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10009314124
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Weather derivatives with applications to Canadian data
Sviščuk, Anatolij; Cui, Kaijie - In: Journal of mathematical finance 3 (2013) 1, pp. 81-95
Persistent link: https://www.econbiz.de/10010240221
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Telecommunications in Canada
1983
Persistent link: https://www.econbiz.de/10003213928
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Valuing US and Canadian mortgage servicing rights with default and prepayment
Buttimer, Richard J.; Lin, Che-Chun - In: Journal of housing economics 14 (2005) 3, pp. 194-211
Persistent link: https://www.econbiz.de/10003196426
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An incremental analysis of the value of expanding a wilderness area
Buttle, Jonathan; Rondeau, Daniel - In: The Canadian journal of economics 37 (2004) 1, pp. 189-198
Persistent link: https://www.econbiz.de/10001986132
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Derivative prices from interest rate models : results for Canada, Hong Kong, and United States
Nowman, Kalid Ben; Sorwar, Ghulam - In: International review of financial analysis 14 (2005) 4, pp. 428-438
Persistent link: https://www.econbiz.de/10003117478