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Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445
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Jumps and stochastic volatility : exchange rate processes implicit in Deutschemark options
Bates, David S. - 1994
Persistent link: https://www.econbiz.de/10000941571
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Devisenoptionen : Bewertung, Preisbildung und Auswirkungen auf die Effizienz des Devisenmarktes
Hiller, Christoph B. - 1996
Persistent link: https://www.econbiz.de/10000946743
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Foreign currency options : market structure, pricing, strategies and accountancy
Kurtay, Selma - 1997
Persistent link: https://www.econbiz.de/10000970793
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Valuation of foreign currency options : theory and empirical evidence
Ng, Kah Hwa - 1988
Persistent link: https://www.econbiz.de/10000915456
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Three essays in international finance and financial economics
Hu, Xiaoqiang - 1994
Persistent link: https://www.econbiz.de/10000916084
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Overstatement of implied variance in the dollar/yen currency option market
Guo, Dajiang - In: Financial engineering and the Japanese markets 4 (1997) 1, pp. 59-73
Persistent link: https://www.econbiz.de/10001222631
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Currency lookback options and observation frequency : a binomial approach
Cheuk, Terry Hon Fu - In: Journal of international money and finance 16 (1997) 2, pp. 173-187
Persistent link: https://www.econbiz.de/10001225600
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Probabilities and values of early exercise : spot and futures foreign currency options
Bodurtha, James N. - In: The journal of derivatives : the official publication … 3 (1995) 1, pp. 57-75
Persistent link: https://www.econbiz.de/10001219430
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International currency relationship information revealed by cross-option prices
Siegel, Andrew F. - In: The journal of futures markets 17 (1997) 4, pp. 369-384
Persistent link: https://www.econbiz.de/10001221162