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Pricing American currency opti...
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Optionspreistheorie
14,811
Option pricing theory
14,352
Volatilität
3,936
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3,871
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3,616
Theory
3,482
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3,238
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2,403
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1,287
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1,095
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629
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584
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Börsenkurs
564
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460
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Madan, Dilip B.
90
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73
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71
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68
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66
Carr, Peter
61
Takahashi, Akihiko
61
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
52
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49
Jacobs, Kris
46
Wystup, Uwe
43
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42
Benth, Fred Espen
38
Kwok, Yue-Kuen
37
Schlögl, Erik
37
Oosterlee, Cornelis W.
36
Jarrow, Robert A.
35
Belomestny, Denis
34
Lee, Cheng F.
34
Kim, Young Shin
33
Chesney, Marc
32
Christoffersen, Peter F.
32
Fusai, Gianluca
32
Wang, Xingchun
32
Korn, Ralf
31
Račev, Svetlozar T.
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Barone-Adesi, Giovanni
30
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Schwartz, Eduardo S.
30
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Perrakis, Stylianos
28
Schoenmakers, John
28
Wilmott, Paul
28
Wong, Hoi Ying
28
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National Bureau of Economic Research
63
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Institut für Schweizerisches Bankwesen <Zürich>
14
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
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Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Deutsche Forschungsgemeinschaft
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Verlag Dr. Kovač
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3
Associazione Operatori Bancari in Titoli
2
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Cambridge University Press
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
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2
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2
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2
Erasmus Research Institute of Management
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
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2
Hochschule für Bankwirtschaft
2
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International journal of theoretical and applied finance
467
The journal of futures markets
265
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
209
The journal of derivatives : the official publication of the International Association of Financial Engineers
205
Quantitative finance
199
Review of derivatives research
172
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
132
Finance research letters
116
International journal of financial engineering
116
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
99
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
82
Journal of financial economics
80
Asia-Pacific financial markets
79
Journal of econometrics
66
NBER working paper series
61
Journal of financial and quantitative analysis : JFQA
60
Energy economics
59
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
58
Review of quantitative finance and accounting
57
The journal of finance : the journal of the American Finance Association
56
SFB 649 discussion paper
54
Annals of finance
52
Working paper / National Bureau of Economic Research, Inc.
52
International review of economics & finance : IREF
51
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Economic modelling
49
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of financial analysis
47
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ECONIS (ZBW)
14,618
USB Cologne (EcoSocSci)
182
EconStor
160
USB Cologne (business full texts)
67
RePEc
21
OLC EcoSci
6
BASE
5
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Showing
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1
Rare shock, two-factor stochastic volatility and currency option pricing
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Saved in:
2
Equilibrium pricing of currency options under a discontinuous model in a two-country economy
Xing, Yu
;
Yang, Xiaoping
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10011507471
Saved in:
3
On hedge parameters of currency options
Choi, Youngna
;
Yoon, Yeomin
- In:
International journal of business
27
(
2022
)
1
,
pp. 42-59
Persistent link: https://www.econbiz.de/10013183759
Saved in:
4
Markov modulated jump-diffusions for currency options when regime switching risk is priced
Liu, David
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012314539
Saved in:
5
Currency option pricing in credible target zones
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000883767
Saved in:
6
Options on non-flexible currencies
Jennergren, Lars Peter
;
Näslund, Bertil
-
1990
Persistent link: https://www.econbiz.de/10000798656
Saved in:
7
Pricing foreign currency options with stochastic volatility
Melino, Angelo
;
Turnbull, Stuart M.
-
1988
Persistent link: https://www.econbiz.de/10000772329
Saved in:
8
Currency options and exchange rate regimes
Dillén, Hans
-
1994
Persistent link: https://www.econbiz.de/10000146700
Saved in:
9
Currency derivatives : pricing theory, exotic options, and hedging applications
DeRosa, David F.
(
ed.
)
-
1998
Persistent link: https://www.econbiz.de/10000653853
Saved in:
10
Currency options and exchange rate economics
Chen, Zhaohui
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000664295
Saved in:
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