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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
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Currency option pricing in credible target zones
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000883767
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Options on non-flexible currencies
Jennergren, Lars Peter; Näslund, Bertil - 1990
Persistent link: https://www.econbiz.de/10000798656
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Pricing foreign currency options with stochastic volatility
Melino, Angelo; Turnbull, Stuart M. - 1988
Persistent link: https://www.econbiz.de/10000772329
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Currency options and exchange rate regimes
Dillén, Hans - 1994
Persistent link: https://www.econbiz.de/10000146700
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Currency options and exchange rate economics
Chen, Zhaohui (contributor) - 1998
Persistent link: https://www.econbiz.de/10000664295
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Implied exchange rate distributions : evidience from OTC option markets
Campa, José Manuel; Chang, P. H. Kevin; Reider, Robert L. - 1997
Persistent link: https://www.econbiz.de/10000642832
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Introduction to foreign exchange options
Shamah, Shani - 2008
Persistent link: https://www.econbiz.de/10003764256
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Introduction to currency option pricing models
Shamah, Shani - 2008
Persistent link: https://www.econbiz.de/10003765800
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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