Works matching DE "CURRENCY options"

Results: 109

Forecasting exchange rate volatility: GARCH models versus implied volatility forecasts.

Published in:

International Economics & Economic Policy, 2015, v. 12, n. 1, p. 127, doi. 10.1007/s10368-014-0289-4

By:

Pilbeam, Keith;
Langeland, Kjell

Publication type:

Article

KEYNES, WHITE, AND HISTORY.

Published in:

Quarterly Journal of Economics, 1943, v. 58, n. 1, p. 120, doi. 10.2307/1885759

By:

Haines, Walter W.

Publication type:

Article

The Trading Volume of Currency Options and the Spot Exchange Rate.

Published in:

Emerging Markets Finance & Trade, 2006, v. 42, n. 3, p. 91, doi. 10.2753/REE1540-496X420305

By:

Machnes, Yaffa

Publication type:

Article

Valuation of Currency Options with Stochastic Interest Rates and Uncertain Exchange Rate.

Published in:

Ganit: Journal of Bangladesh Mathematical Society, 2024, v. 44, n. 2, p. 65, doi. 10.3329/ganit.v44i2.78533

By:

Paul, Sushoma;
Hossain, A. B. M. Shahadat;
Sajib, M. A. H.

Publication type:

Article

A NOTE ON CURRENCY OPTION PRICING MODELS.

Published in:

Journal of Business Finance & Accounting, 1985, v. 12, n. 3, p. 429, doi. 10.1111/j.1468-5957.1985.tb00844.x

By:

Yang, Ho C.

Publication type:

Article

Currency Options and Export-Flexible Firms.

Published in:

Bulletin of Economic Research, 2004, v. 56, n. 4, p. 379, doi. 10.1111/j.1467-8586.2004.00211.x

By:

Kit Pong Wong;
Ho Yin Yick

Publication type:

Article

CMEA, money and ruble convertibility.

Published in:

Applied Economics, 1983, v. 15, n. 4, p. 479, doi. 10.1080/00036848300000019

By:

Colombatto, Enrico

Publication type:

Article

Currency Option Pricing and Realized Volatility.

Published in:

Banking & Finance Review, 2010, v. 2, n. 1, p. 73

By:

Manzur, Meher;
Hoque, Ariful;
Poitras, Geoff

Publication type:

Article

ASSESSING THE IMPLEMENTATION OF REAL CONVERGENCE IN ROMANIA.

Published in:

Annals of the University of Oradea, Economic Science Series, 2009, v. 18, n. 1, p. 472

By:

Dragos, Ungureanu Mihai;
Bogdan, Stoian Florin;
Horia, Ionescu George;
Dana, Vilag Ruxandra

Publication type:

Article

LA ROUMANIE ET L'ADHÉSION ACCÉLERÉE À LA ZONE EURO.

Published in:

Annals of the University of Oradea, Economic Science Series, 2009, v. 18, n. 1, p. 348

By:

Iulia, Lacrois Yvonne

Publication type:

Article

TARGET 2 -- THE NEW EU INNOVATION AND TRANSFORMATION RTGS SYSTEM.

Published in:

Annals of the University of Oradea, Economic Science Series, 2008, v. 17, n. 3, p. 767

By:

Marius, Herbei;
Florin, Dumiter

Publication type:

Article

DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS.

Published in:

International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 8, p. N.PAG, doi. 10.1142/S0219024918500528

By:

MERINO, R.;
POSPÍŠIL, J.;
SOBOTKA, T.;
VIVES, J.

Publication type:

Article

FORWARD AND FUTURE IMPLIED VOLATILITY.

Published in:

International Journal of Theoretical & Applied Finance, 2011, v. 14, n. 3, p. 407, doi. 10.1142/S0219024911006590

By:

GLASSERMAN, PAUL;
WU, QI

Publication type:

Article

Foreign exchange option pricing in the currency cycle with jump risks.

Published in:

Review of Quantitative Finance & Accounting, 2015, v. 44, n. 4, p. 755, doi. 10.1007/s11156-013-0425-1

By:

Lin, Chien-Hsiu;
Lin, Shih-Kuei;
Wu, An-Chi

Publication type:

Article

Option volume, strike distribution, and foreign exchange rate movements.

Published in:

Review of Quantitative Finance & Accounting, 2008, v. 30, n. 1, p. 49, doi. 10.1007/s11156-007-0041-z

By:

Cassano, Mark;
Han, Bing

Publication type:

Article

Maturity Effect on Bid-Ask Spreads of OTC Currency Options.

Published in:

Review of Quantitative Finance & Accounting, 2003, v. 21, n. 1, p. 5, doi. 10.1023/A:1024883004298

By:

Beng-Soon Chong;
Ding, David K.;
Kok-Hui Tan

Publication type:

Article

Evaluation of Black-Scholes and GARCH Models Using Currency Call Options Data.

Published in:

Review of Quantitative Finance & Accounting, 2004, v. 23, n. 4, p. 299, doi. 10.1023/B:REQU.0000049318.78363.3c

By:

Harikumar, T.;
De Boyrie, Maria E.;
Pak, Simon J.

Publication type:

Article

Examining the Causes and Potential Policy Responses to Emerging Market Currency Contagion.

Published in:

Journal of Investing, 2015, v. 24, n. 1, p. 84, doi. 10.3905/joi.2015.24.1.084

By:

Putnam, Bluford H.;
Azzarello, Samantha

Publication type:

Article

Multi-Currency Options and Financial Institutions' Hedging: Correlation Does Matter.

Published in:

International Advances in Economic Research, 1999, v. 5, n. 4, p. 478, doi. 10.1007/BF02295545

By:

Bryant, Sarah K.;
Martzoukos, Spiros H.

Publication type:

Article

The Volatility Risk Premium Embedded in Currency Options.

Published in:

Journal of Financial & Quantitative Analysis, 2005, v. 40, n. 4, p. 803, doi. 10.1017/S0022109000001988

By:

Buen Sin Low;
Shaojun Zhang

Publication type:

Article

Cross-Hedging with Currency Options and Futures.

Published in:

Journal of Financial & Quantitative Analysis, 2003, v. 38, n. 3, p. 555, doi. 10.2307/4126731

By:

Chang, Eric C.;
Kit Pong Wong

Publication type:

Article

Efficient Selection of Insured Currency Positions: Protective Puts vs. Fiduciary Calls.

Published in:

Journal of Financial & Quantitative Analysis, 1995, v. 30, n. 2, p. 295, doi. 10.2307/2331122

By:

Conover, James A.;
Dubofsky, David A.

Publication type:

Article

Currency Option Pricing with Stochastic Domestic and Foreign Interest Rates.

Published in:

Journal of Financial & Quantitative Analysis, 1991, v. 26, n. 2, p. 139, doi. 10.2307/2331261

By:

Hilliard, Jimmy E.;
Madura, Jeff;
Tucker, Alan L.

Publication type:

Article

Pricing European Currency Options: A Comparison of the Modified Black-Scholes Model and a Random Variance Model.

Published in:

Journal of Financial & Quantitative Analysis, 1989, v. 24, n. 3, p. 267, doi. 10.2307/2330812

By:

Chesney, Marc;
Scott, Louis

Publication type:

Article

Tests of an American Option Pricing Model on the Foreign Currency Options Market.

Published in:

Journal of Financial & Quantitative Analysis, 1987, v. 22, n. 2, p. 153, doi. 10.2307/2330710

By:

Bodurtha Jr., James N.;
Courtadon, Georges R.

Publication type:

Article

Valuation of Foreign Currency Options: Some Empirical Tests.

Published in:

Journal of Financial & Quantitative Analysis, 1986, v. 21, n. 2, p. 145, doi. 10.2307/2330734

By:

Shastri, Kuldeep;
Tandon, Kishore

Publication type:

Article

A Stochastic Programming Model for Currency Option Hedging.

Published in:

Annals of Operations Research, 2000, v. 100, n. 1-4, p. 227, doi. 10.1023/A:1019296422231

By:

Wu, Jason;
Sen, Suvrajeet

Publication type:

Article

References.

Published in:: 2012
Publication type:: Bibliography

Conclusions.

Published in:: BOFIT Discussion Papers, 2012, n. 24, p. 34
Publication type:: Article

Some illustrative applications to economic policy.

Published in:: BOFIT Discussion Papers, 2012, n. 24, p. 25
Publication type:: Article

An Empirical Test of Efficiency of Exchange-Traded Currency Options in India.

Published in:

Business & Economics Research Journal, 2015, v. 6, n. 4, p. 1

By:

Bhat, Aparna;
Arekar, Kirti

Publication type:

Article

PRICING BRAZILIAN EXCHANGE RATE OPTIONS USING AN ADAPTIVE NETWORK-BASED FUZZY INFERENCE SYSTEM.

Published in:

Fuzzy Economic Review, 2011, v. 16, n. 2, p. 59, doi. 10.25102/fer.2011.02.04

By:

Maciel, Leandro S.

Publication type:

Article

Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model.

Published in:

Applied Mathematical Finance, 2015, v. 22, n. 1, p. 1, doi. 10.1080/1350486X.2014.928227

By:

Ahlip, Rehez;
Rutkowski, Marek

Publication type:

Article

Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing.

Published in:

Applied Mathematical Finance, 2014, v. 21, n. 1, p. 32, doi. 10.1080/1350486X.2013.798452

By:

Wang, Guanying;
Wang, Xingchun;
Wang, Yongjin

Publication type:

Article

Equilibrium pricing of currency options under a discontinuous model in a two-country economy.

Published in:

Studies in Nonlinear Dynamics & Econometrics, 2016, v. 20, n. 2, p. 185, doi. 10.1515/snde-2015-0001

By:

Yu Xing;
Xiaoping Yang

Publication type:

Article

Multi-criteria classification for pricing European options.

Published in:

Studies in Nonlinear Dynamics & Econometrics, 2016, v. 20, n. 2, p. 123, doi. 10.1515/snde-2014-0094

By:

Gradojevic, Nikola

Publication type:

Article

Currency Choice in Industrial Pricing: A Cross-National Evaluation.

Published in:

Journal of Marketing, 1998, v. 62, n. 3, p. 112, doi. 10.1177/002224299806200308

By:

Samiee, Saeed;
Anckar, Patrik

Publication type:

Article

JUSTIFICATION OF AMTS USING THE APPROACH OF REAL OPTIONS.

Published in:

Annals of DAAAM & Proceedings, 2011, p. 615

By:

Palka, Premysl;
Pastuszkova, Eliska

Publication type:

Article

Problems of financial integration in the EU.

Published in:

Journal of European Public Policy, 2005, v. 12, n. 6, p. 1005, doi. 10.1080/13501760500270679

By:

Grahl, John;
Teague, Paul

Publication type:

Article

Optimal put currency option size for an uncertain convertible amount.

Published in:

Journal of the Operational Research Society, 1993, v. 44, n. 12, p. 1211, doi. 10.2307/2584082

By:

Atkins, Roger

Publication type:

Article

Enhancing trend-following strategies with option selling.

Published in:

Quantitative Finance, 2004, v. 4, n. 1, p. C1, doi. 10.1088/1469-7688/4/1/F01

By:

James, Jessica;
Colchester, Hetty

Publication type:

Article

Trend following and option writing—a surprising portfolio.

Published in:

Quantitative Finance, 2003, v. 3, n. 5, p. C97, doi. 10.1088/1469-7688/3/5/604

By:

James, Jessica

Publication type:

Article

Heterogeneous expectations, currency options and the euro/dollar.

Published in:

Quantitative Finance, 2002, v. 2, n. 2, p. 147, doi. 10.1088/1469-7688/2/2/306

By:

Rzepkowski, Bronka

Publication type:

Article

Currency option pricing: Mean reversion and multi-scale stochastic volatility.

Published in:

Journal of Futures Markets, 2010, v. 30, n. 10, p. 938, doi. 10.1002/fut.20452

By:

Wong, Hoi Ying;
Zhao, Jing

Publication type:

Article

Who knows more about future currency volatility?

Published in:

Journal of Futures Markets, 2009, v. 29, n. 3, p. 270, doi. 10.1002/fut.20351

By:

Charoenwong, Charlie;
Jenwittayaroje, Nattawut;
Low, Buen Sin

Publication type:

Article

Pricing European Asian options with skewness and kurtosis in the underlying distribution.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 6, p. 598, doi. 10.1002/fut.20324

By:

Keng-Hsin Lo;
Kehluh Wang;
Ming-Feng Hsu

Publication type:

Article

Intraday behavior of market depth in a competitive dealer market: A note.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 3, p. 294, doi. 10.1002/fut.20300

By:

Frino, Alex;
Lepone, Andrew;
Wearin, Grant

Publication type:

Article

Path-dependent currency options with mean reversion.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 3, p. 275, doi. 10.1002/fut.20306

By:

Hoi Ying Wong;
Ka Yung Lau

Publication type:

Article

New evidence on the forward unbiasedness hypothesis in the foreign-exchange market.

Published in:

Journal of Futures Markets, 2006, v. 26, n. 7, p. 627, doi. 10.1002/fut.20211

By:

Nikolaou, Kleopatra;
Sarno, Lucio

Publication type:

Article

Information content of cross-sectional option prices: A comparison of alternative currency option pricing models on the Japanese yen.

Published in:

Journal of Futures Markets, 2006, v. 26, n. 1, p. 33, doi. 10.1002/fut.20177

By:

Dupoyet, Brice

Publication type:

Article