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Currency derivatives : pricing theory, exotic options, and hedging applications
DeRosa, David F. (ed.) - 1998
Persistent link: https://www.econbiz.de/10000653853
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Pricing European Asian options with skewness and kurtosis in the underlying distribution
Lo, Keng-hsin; Wang, Kehluh; Hsu, Ming-feng - In: The journal of futures markets 28 (2008) 6, pp. 598-616
Persistent link: https://www.econbiz.de/10003715035
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FX basket options
Hakala, Jürgen; Wystup, Uwe - 2008
Persistent link: https://www.econbiz.de/10003754877
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Foreign exchange symmetries
Wystup, Uwe - 2008
Persistent link: https://www.econbiz.de/10003737654
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Vanna-volga pricing
Wystup, Uwe - 2008
Persistent link: https://www.econbiz.de/10003737656
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Pricing currency options in the presence of time-varying volatility and non-normalities
Lim, Guay C.; Martin, Gael M.; Martin, Vance - In: Journal of multinational financial management 16 (2006) 3, pp. 291-314
Persistent link: https://www.econbiz.de/10003328760
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FX volatility smile construction
Reiswich, Dimitri; Wystup, Uwe - 2009
Persistent link: https://www.econbiz.de/10003901919
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American Parisian options
Chesney, Marc; Gauthier, Laurent - In: Finance and stochastics 10 (2006) 4, pp. 475-506
Persistent link: https://www.econbiz.de/10003405643
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Pricing path-dependent options with jump risk via Laplace transforms
Kou, Steven; Petrella, Giovanni; Wang, Hui - In: The Kyoto economic review 74 (2005) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003379381
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Exchange option pricing under stochastic volatility : a correlation expansion
Antonelli, Fabio; Ramponi, A.; Scarlatti, S. - In: Review of derivatives research 13 (2010) 1, pp. 45-73
Persistent link: https://www.econbiz.de/10008695501