Narrow search
Showing 151 - 160 of 932,232
Cover Image
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
Cover Image
Options on the minimum or the maximum of two average prices
Wu, Xueping; Zhang, Jin E. - In: Review of derivatives research 3 (1999) 2, pp. 183-204
Persistent link: https://www.econbiz.de/10001484572
Cover Image
Currency-translated foreign equity options with path dependent features and their multi-asset extensions
Kwok, Yue-Kuen; Wong, Hoi-ying - In: International journal of theoretical and applied finance 3 (2000) 2, pp. 257-278
Persistent link: https://www.econbiz.de/10001484698
Cover Image
Dual characterization of super-hedging prices in a currency market with proportional transaction costs
Schmidt, Markus R. - 1999
Persistent link: https://www.econbiz.de/10001461438
Cover Image
The price of options illiquidity
Eldor, Rafael; Brenner, Menachem; Hauser, Shmuel - 2000
Persistent link: https://www.econbiz.de/10001546502
Cover Image
Power currency options
Tucker, Alan L. - In: Global finance journal 8 (1997) 2, pp. 167-179
Persistent link: https://www.econbiz.de/10001233027
Cover Image
Valuation of LIBOR-contingent FX options
Tucker, Alan L. - In: Journal of international money and finance 17 (1998) 2, pp. 269-277
Persistent link: https://www.econbiz.de/10001246608
Cover Image
Stochastic interest rates and the pricing of European currency options
Adjaoute, Kpate - 1997
Persistent link: https://www.econbiz.de/10000982372
Cover Image
Asian exchange rate options under stochastic interest rates : pricing as a sum of delayed payment options
Aase Nielsen, Jørgen; Sandmann, Klaus - 1998
Persistent link: https://www.econbiz.de/10001387512
Cover Image
Volatility and correlation in the pricing of equity, FX, and interest-rate options
Rebonato, Riccardo - 1999
Persistent link: https://www.econbiz.de/10001376705