Currency Options — Pricing

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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Support Vector Regression Model of Currency Options Pricing with Stochastic Volatility Models and Forward Exchange Rate

2009 Fifth International Joint Conference on INC, IMS and IDC ◽

10.1109/ncm.2009.328 ◽

2009 ◽

Author(s):

Ping Wang ◽

YunCheng Huang ◽

YuanSu Wang

Keyword(s):

Exchange Rate ◽

Regression Model ◽

Support Vector Regression ◽

Stochastic Volatility ◽

Options Pricing ◽

Support Vector ◽

Currency Options ◽

Stochastic Volatility Models ◽

Support Vector Regression Model ◽

Volatility Models

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Asia-Pacific Currency Options Pricing Analysis

Procedia - Social and Behavioral Sciences ◽

10.1016/j.sbspro.2012.11.084 ◽

2012 ◽

Vol 65 ◽

pp. 14-19

Author(s):

Ariful Hoque

Keyword(s):

Asia Pacific ◽

Options Pricing ◽

Currency Options

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Options Pricing Via Statistical Learning Techniques: The Support Vector Regression Approach

SSRN Electronic Journal ◽

10.2139/ssrn.1145329 ◽

2008 ◽

Author(s):

Panayiotis C. Andreou ◽

Christakis Charalambous ◽

Spiros Spiridon Martzoukos

Keyword(s):

Support Vector Regression ◽

Statistical Learning ◽

Options Pricing ◽

Support Vector ◽

Learning Techniques ◽

Regression Approach ◽

Statistical Learning Techniques

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Efficient Options Pricing Using the Fast Fourier Transform

SSRN Electronic Journal ◽

10.2139/ssrn.1534544 ◽

2010 ◽

Author(s):

Kwai Sun Leung ◽

Hoi Ying Wong ◽

Yue Kuen Kwok

Keyword(s):

Fourier Transform ◽

Fast Fourier Transform ◽

Options Pricing

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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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A Supply-Side Options Pricing Model for Explaining the Moment Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.3666273 ◽

2020 ◽

Author(s):

PeiLin Billy Hsieh

Keyword(s):

Risk Premia ◽

Options Pricing ◽

Supply Side ◽

Pricing Model ◽

The Moment

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A Comparison between the Stochastic Intensity SSRD Model and the Market Model for CDS Options Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.590901 ◽

2004 ◽

Cited By ~ 10

Author(s):

Damiano Brigo ◽

Laurent Cousot

Keyword(s):

Market Model ◽

Options Pricing ◽

Stochastic Intensity

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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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Currency Options — Pricing

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

Support Vector Regression Model of Currency Options Pricing with Stochastic Volatility Models and Forward Exchange Rate

Asia-Pacific Currency Options Pricing Analysis

Options Pricing Via Statistical Learning Techniques: The Support Vector Regression Approach

Efficient Options Pricing Using the Fast Fourier Transform

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

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

A Supply-Side Options Pricing Model for Explaining the Moment Risk Premia

A Comparison between the Stochastic Intensity SSRD Model and the Market Model for CDS Options Pricing

Efficiency of the foreign currency options market

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