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41
Markov-modulated jump : diffusions for currency option pricing
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
Insurance / Mathematics & economics
46
(
2010
)
3
,
pp. 461-469
Persistent link: https://www.econbiz.de/10003981142
Saved in:
42
Option prices and risk-neutral densities for currency cross rates
Taylor, Stephen
;
Wang, Yaw-huei
- In:
The journal of futures markets
30
(
2010
)
4
,
pp. 324-360
Persistent link: https://www.econbiz.de/10003962596
Saved in:
43
Pricing currency options with intra-daily implied volatility
Hoque, Ariful
;
Kalev, Petko S.
- In:
Australasian accounting business and finance journal : AABF
9
(
2014
)
1
,
pp. 43-56
Persistent link: https://www.econbiz.de/10010520230
Saved in:
44
Options and central bank currency market intervention : the case of Colombia
Keefe, Helena Glebocki
;
Rengifo, Erick W.
- In:
Emerging markets review
23
(
2015
),
pp. 1-25
Persistent link: https://www.econbiz.de/10011304180
Saved in:
45
Foreign exchange option pricing in the currency cycle with jump risks
Lin, Chien-Hsiu
;
Lin, Shih-kuei
;
Wu, An-Chi
- In:
Review of quantitative finance and accounting
44
(
2015
)
4
,
pp. 755-789
Persistent link: https://www.econbiz.de/10011333144
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46
Currency option pricing in a credible exchange rate target zone
Veestraeten, Dirk
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 951-962
Persistent link: https://www.econbiz.de/10009772210
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47
International tax arbitrage, currency options and put-call parity conditions
Strobel, Frank
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 473-486
Persistent link: https://www.econbiz.de/10009623551
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48
Cross-dynamics of exchange rate expectations : a wavelet analysis
Nikkinen, Jussi
;
Pynnönen, Seppo
;
Ranta, Mikko
; …
- In:
International journal of finance & economics : IJFE
16
(
2011
)
3
,
pp. 205-217
Persistent link: https://www.econbiz.de/10009408606
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49
A proposed solution for the chicken-egg dilemma in pricing currency options
Hogue, Ariful
;
Krishnamurti, Chandrasekhar
- In:
Australasian accounting business and finance journal : AABF
7
(
2013
)
2
,
pp. 71-86
Persistent link: https://www.econbiz.de/10010246940
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50
Overreactions in the foreign currency options market
Han, Joong H.
;
Kang, Byung Jin
;
Chang, Ki Cheon
;
Byun, …
- In:
Asia-Pacific journal of financial studies
45
(
2016
)
3
,
pp. 380-404
Persistent link: https://www.econbiz.de/10011550792
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