Showing 1 - 10 of 625,586
Persistent link: https://www.econbiz.de/10003316423
Persistent link: https://www.econbiz.de/10001560657
Persistent link: https://www.econbiz.de/10001560662
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
Persistent link: https://www.econbiz.de/10001705401
Persistent link: https://www.econbiz.de/10001645211
Persistent link: https://www.econbiz.de/10001626608
Persistent link: https://www.econbiz.de/10013261076
Persistent link: https://www.econbiz.de/10003306059
Persistent link: https://www.econbiz.de/10002509277