Narrow search
Showing 131 - 140 of 735,816
Cover Image
Assessing central bank credibility during the ERM crises : comparing option and spot market-based forecasts
Haas, Markus; Mittnik, Stefan; Mizrach, Bruce Marshall - In: Journal of financial stability 2 (2006) 1, pp. 28-54
Persistent link: https://www.econbiz.de/10003779112
Cover Image
Introduction to currency option pricing models
Shamah, Shani - 2008
Persistent link: https://www.econbiz.de/10003765800
Cover Image
Volatility models in foreign currency option pricing
Hoque, Ariful (contributor); Chan, Felix (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003340575
Cover Image
FX options and smile risk
Castagna, Antonio - 2010
Persistent link: https://www.econbiz.de/10003849324
Cover Image
Currency options
Dillman, Scott N. - In: International corporate finance : markets, …, (pp. 259-380). 2012
Persistent link: https://www.econbiz.de/10009684988
Cover Image
Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Schlögl, Erik - In: Journal of economic dynamics & control 37 (2013) 3, pp. 611-632
Persistent link: https://www.econbiz.de/10009710479
Cover Image
Explanatory factors and causality in the dynamics of volatility surfaces implied from OTC Asian-Pacific currency options
Chalamandaris, Georgios; Tsekrekos, Andrianos E. - In: Computational economics 41 (2013) 3, pp. 327-358
Persistent link: https://www.econbiz.de/10009711327
Cover Image
Pricing options on foreign currency with a preset exchange rate
Wolf, Avner S.; Hessel, Christopher - In: Journal of mathematical finance 2 (2012) 3, pp. 214-224
Persistent link: https://www.econbiz.de/10009711988
Cover Image
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
Cover Image
A jump diffusion model for VIX volatility options and futures
Psychoyios, Dimitris; Dotsis, George; Markellos, Raphaēl N. - In: Review of quantitative finance and accounting 35 (2010) 3, pp. 245-269
Persistent link: https://www.econbiz.de/10009260276