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Currency option pricing with mean reversion and uncovered interest parity : a revision of the Garman-Kohlhagen model
Ekvall, Niklas; Jennergren, Lars Peter; Näslund, Bertil - 1993
Persistent link: https://www.econbiz.de/10000878104
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The efficiency of the forward exchange market : a conditional nonparametric test of forecasting ability
Henriksson, Roy D.; Lessard, Donald R. - 1982
Persistent link: https://www.econbiz.de/10000878743
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Foreign production and forward markets
Broll, Udo - 1994
Persistent link: https://www.econbiz.de/10000879610
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Speculative markets dynamics : an econometric analysis of stock market and foreign exchange market dynamics
Nieuwland, Frederick G. - 1993
Persistent link: https://www.econbiz.de/10000879648
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American exchange options and a put-call transformation
Bjerksund, Petter; Stensland, Gunnar - 1992
Persistent link: https://www.econbiz.de/10000879786
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The Garman and Kolhagen model versus a currency option pricing model with stochastic interest rates and transaction costs
Tamborski, Mariusz - 1994
Persistent link: https://www.econbiz.de/10000881522
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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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Non-stationary exchange rates and the efficiency of the foreign exchange market
Adjaoute, Kpate - 1995
Persistent link: https://www.econbiz.de/10000934123
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Jumps, martingales, and foreign exchange futures prices
Hu, Frederick Zu-liu - 1996
Persistent link: https://www.econbiz.de/10000935522
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Heterogeneous expectations and tests of efficiency in the yen, dollar forward foreign exchange rate market
Elliott, Graham - 1995
Persistent link: https://www.econbiz.de/10000935824