Applications of Currency Options

A Currency Options Primer ◽

10.1002/9781118673287.ch8 ◽

2013 ◽

pp. 39-40

Keyword(s):

Currency Options

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Risk-neutralized at-the-money consistent historical distributions in currency options pricing

The Journal of Computational Finance ◽

10.21314/jcf.2002.080 ◽

2002 ◽

Vol 6 (1) ◽

pp. 25-47 ◽

Cited By ~ 3

Author(s):

Nusret Cakici ◽

Kevin Foster

Keyword(s):

Options Pricing ◽

Currency Options

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Information Shares of Two Parallel Currency Options Markets: Trading Costs versus Transparency/Tradability

SSRN Electronic Journal ◽

10.2139/ssrn.2496519 ◽

2014 ◽

Author(s):

Louis R Piccotti ◽

Ben Z. Schreiber

Keyword(s):

Trading Costs ◽

Options Markets ◽

Currency Options ◽

Parallel Currency ◽

Information Shares

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Toxic Currency Options in Poland as a Consequence of the 2008 Financial Crisis.

SSRN Electronic Journal ◽

10.2139/ssrn.2669391 ◽

2015 ◽

Author(s):

Kamil Liberadzki

Keyword(s):

Financial Crisis ◽

Currency Options ◽

2008 Financial Crisis ◽

The 2008 Financial Crisis

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Efficiency of the foreign currency options market

Global Finance Journal ◽

10.1016/j.gfj.2008.02.002 ◽

2008 ◽

Vol 19 (2) ◽

pp. 157-170 ◽

Cited By ~ 5

Author(s):

Ariful Hoque ◽

Felix Chan ◽

Meher Manzur

Keyword(s):

Foreign Currency ◽

Options Market ◽

Currency Options

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Foreign Currency Options

Derivatives ◽

10.1002/9781119595663.ch19 ◽

2019 ◽

pp. 349-361

Keyword(s):

Foreign Currency ◽

Currency Options

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Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates

Journal of Multinational Financial Management ◽

10.1016/s1042-444x(01)00028-7 ◽

2001 ◽

Vol 11 (3) ◽

pp. 241-268

Author(s):

Chuang-Chang Chang

Keyword(s):

Interest Rates ◽

Currency Options ◽

Stochastic Interest Rates ◽

Stochastic Interest

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The Valuation of Currency Options: Reply

Financial Management ◽

10.2307/3665448 ◽

1984 ◽

Vol 13 (2) ◽

pp. 53

Author(s):

John Hull

Keyword(s):

Currency Options

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A Hybrid Asymptotic Expansion Scheme: An Application to Long-Term Currency Options

SSRN Electronic Journal ◽

10.2139/ssrn.1421914 ◽

2007 ◽

Cited By ~ 3

Author(s):

Akihiko Takahashi ◽

Kohta Takehara

Keyword(s):

Asymptotic Expansion ◽

Currency Options ◽

Expansion Scheme

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The Valuation of Currency Options

Financial Management ◽

10.2307/3664834 ◽

1983 ◽

Vol 12 (1) ◽

pp. 24 ◽

Cited By ~ 90

Author(s):

Nahum Biger ◽

John Hull

Keyword(s):

Currency Options

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Pricing Foreign Currency and Cross-Currency Options Under GARCH

The Journal of Derivatives ◽

10.3905/jod.1999.319110 ◽

1999 ◽

Vol 7 (1) ◽

pp. 51-63 ◽

Cited By ~ 16

Author(s):

Jin-chuan Duan ◽

Jason z. Wei

Keyword(s):

Foreign Currency ◽

Currency Options

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