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Rare shock, two-factor stochastic volatility and currency option pricing
Wang, Guanying; Wang, Xingchun; Wang, Yongjin - In: Applied mathematical finance 21 (2014) 1/2, pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
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Equilibrium pricing of currency options under a discontinuous model in a two-country economy
Xing, Yu; Yang, Xiaoping - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 2, pp. 185-198
Persistent link: https://www.econbiz.de/10011507471
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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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Markov modulated jump-diffusions for currency options when regime switching risk is priced
Liu, David - In: International journal of financial engineering 6 (2019) 4, pp. 1-26
Persistent link: https://www.econbiz.de/10012314539
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Currency option pricing in credible target zones
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000883767
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Options on non-flexible currencies
Jennergren, Lars Peter; Näslund, Bertil - 1990
Persistent link: https://www.econbiz.de/10000798656
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Pricing foreign currency options with stochastic volatility
Melino, Angelo; Turnbull, Stuart M. - 1988
Persistent link: https://www.econbiz.de/10000772329
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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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Currency options and exchange rate economics
Chen, Zhaohui (contributor) - 1998
Persistent link: https://www.econbiz.de/10000664295
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Implied exchange rate distributions : evidience from OTC option markets
Campa, José Manuel; Chang, P. H. Kevin; Reider, Robert L. - 1997
Persistent link: https://www.econbiz.de/10000642832