Showing 1 - 10 of 1,189,668
Persistent link: https://www.econbiz.de/10003326364
Persistent link: https://www.econbiz.de/10001222036
A contingent claims valuation model which allows to highlight the implications of program trading in spot markets for the pricing of European-style foreign currency options and for the volatility strike structure implicit in these contracts is devoloped. The curvature of the volatility strike...
Persistent link: https://www.econbiz.de/10011476532
Persistent link: https://www.econbiz.de/10001677576
Persistent link: https://www.econbiz.de/10001626608
Persistent link: https://www.econbiz.de/10001645211
Persistent link: https://www.econbiz.de/10013261076
Persistent link: https://www.econbiz.de/10011915059
Persistent link: https://www.econbiz.de/10009155453
Persistent link: https://www.econbiz.de/10014234202