Foreign Currency Option Pricing with Both Fixed and Proportional Transaction Costs

2010 ◽  
Author(s):  
Wenli Huang ◽  
Shonghong Li
Keyword(s):  
Option Pricing ◽  
Transaction Costs ◽  
Foreign Currency ◽  
Proportional Transaction Costs ◽  
Currency Option ◽  
Currency Option Pricing

scholarly journals Modeling Volatility in Foreign Currency Option Pricing

2009 ◽  
Vol 13 (3/4) ◽  
pp. 189-208 ◽  
Author(s):  
Ariful Hoque ◽  
◽  
Felix Chan ◽  
Meher Manzur ◽  
◽  
...  
Keyword(s):  
Option Pricing ◽  
Foreign Currency ◽  
Currency Option ◽  
Modeling Volatility ◽  
Currency Option Pricing

scholarly journals Realignment Risk and Currency Option Pricing in Target Zones

10.3386/w4458 ◽  
1993 ◽  
Author(s):  
Bernard Dumas ◽  
L. Peter Jennergren ◽  
Bertil Naslund
Keyword(s):  
Option Pricing ◽  
Target Zones ◽  
Currency Option ◽  
Currency Option Pricing

Uncertain Currency Model and Currency Option Pricing

2014 ◽  
Vol 30 (1) ◽  
pp. 40-51 ◽  
Author(s):  
Yuhan Liu ◽  
Xiaowei Chen ◽  
Dan A. Ralescu
Keyword(s):  
Option Pricing ◽  
Currency Option ◽  
Uncertain Currency Model ◽  
Currency Option Pricing
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