Amanote Research
Register
Sign In
Stochastic Skew in Currency Options☆
Journal of Financial Economics
- Netherlands
doi 10.1016/j.jfineco.2006.03.010
Full Text
Open PDF
Abstract
Available in
full text
Categories
Management
Finance
Economics
Strategy
Accounting
Econometrics
Date
October 1, 2007
Authors
P CARR
L WU
Publisher
Elsevier BV
Related search
Efficiency of the Foreign Currency Options Market
Global Finance Journal
Economics
Econometrics
Finance
On Nonuniform Dichotomy for Stochastic Skew-Evolution Semiflows in Hilbert Spaces
Czechoslovak Mathematical Journal
Mathematics
Currency Lookback Options and Observation Frequency: A Binomial Approach
Journal of International Money and Finance
Economics
Econometrics
Finance
The Informational Content of Over-The-Counter Currency Options
SSRN Electronic Journal
Pricing American Options Under Stochastic Volatility and Stochastic Interest Rates
Journal of Financial Economics
Management
Finance
Economics
Strategy
Accounting
Econometrics
Modeling of Stochastic Volatility to Validate IDR Anchor Currency
Gadjah Mada International Journal of Business
Economics
International Management
Business
Econometrics
A Stochastic Approach to the Valuation of Barrier Options in Heston’s Stochastic Volatility Model
SSRN Electronic Journal
Risk Analysis of Annuity Conversion Options in a Stochastic Mortality Environment
ASTIN Bulletin
Accounting
Economics
Econometrics
Finance
On the Pricing of Cross Currency Futures Options for Canadian Grains and Livestock
Canadian Journal of Agricultural Economics
Planetary Change
Ecology
Economics
Crop Science
Animal Science
Global
Zoology
Agronomy
Econometrics