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Optionspreistheorie
Currency derivative
2,717
Währungsderivat
2,717
prices
1,841
Prices
1,795
Theorie
1,246
Theory
1,240
Foreign exchange rates
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669
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463
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Währungsrisiko
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US dollar
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US-Dollar
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Exchange rate risk
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Yield curve
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Zinsstruktur
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Option pricing theory
190
Japan
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Foreign exchange management
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Währungsmanagement
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Germany
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Näslund, Bertil
15
Dumas, Bernard
14
Jennergren, Lars Peter
13
Hoque, Ariful
4
Jennergren, L. Peter
4
Bates, David S.
3
Chen, Jun-Home
3
Lian, Yu-Min
3
Lin, Shih-kuei
3
Rebonato, Riccardo
3
Wang, Yongjin
3
Wei, Jason
3
Abraham, Rebecca
2
Ahlip, Rehez
2
Beer, Simone
2
Bo, Lijun
2
Carr, Peter
2
Chan, Felix
2
Dupuy, Philippe
2
Ekvall, Niklas
2
Kakushadze, Zura
2
Kermiche, Lamya
2
Kim, Kwanho
2
Liao, Szu-Lang
2
MacManus, Des
2
Manzur, Meher
2
Mazzon, Andrea
2
Mazzotta, Stefano
2
Melino, Angelo
2
Mikkelsen, Peter
2
Naslund, Bertil
2
Pascucci, Andrea
2
Rutkowski, Marek
2
Saito, Taiga
2
Shamah, Shani
2
Sviščuk, Anatolij
2
Tertychnyi, Maksym
2
Turnbull, Stuart M.
2
Yang, Xuewei
2
ASCIONE, GIACOMO
1
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National Bureau of Economic Research
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2
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1
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1
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Finance research letters
5
International journal of theoretical and applied finance
5
Journal of international money and finance
5
Journal of banking & finance
4
Research paper / Ekonomiska Forskningsinstitutet vid Handelshögskolan i Stockholm
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of futures markets
4
Advances in futures and options research : a research annual
3
Applied mathematical finance
3
International journal of economics and finance
3
Journal of mathematical finance
3
Les cahiers de recherche / HEC Paris
3
NBER working paper series
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Review of derivatives research
3
The European journal of finance
3
The journal of computational finance
3
Wiley finance series
3
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Australasian accounting business and finance journal : AABF
2
Global business and finance review
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2
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2
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2
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2
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2
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1
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1
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1
Asia-Pacific journal of financial studies
1
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1
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1
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ECONIS (ZBW)
191
USB Cologne (EcoSocSci)
4
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1
Quantization-based Bermudan option pricing in the foreign exchange world
Fayolle, Jean-Michel
;
Lemaire, Vincent
;
Montes, Thibaut
; …
- In:
The journal of computational finance
25
(
2021
)
2
,
pp. 87-128
Persistent link: https://www.econbiz.de/10012938894
Saved in:
2
Dynamics of foreign exchange implied volatility and implied correlation surfaces
Beer, Simone
;
Fink, Holger Maria
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1293-1320
Persistent link: https://www.econbiz.de/10012194789
Saved in:
3
Siegel's paradox and the pricing of currency options
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000882093
Saved in:
4
Currency option pricing in credible target zones
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000883767
Saved in:
5
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
Saved in:
6
The pricing of foreign currency options
Knoch, Hans-Jürgen
-
1992
Persistent link: https://www.econbiz.de/10000893051
Saved in:
7
Siegel's paradox and the pricing of currency options
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000855255
Saved in:
8
Options on non-flexible currencies
Jennergren, Lars Peter
;
Näslund, Bertil
-
1990
Persistent link: https://www.econbiz.de/10000798656
Saved in:
9
Pricing foreign currency options with stochastic volatility
Melino, Angelo
;
Turnbull, Stuart M.
-
1988
Persistent link: https://www.econbiz.de/10000772329
Saved in:
10
Realignment risk and currency option pricing in target zones
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000874291
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