FOREIGN EXCHANGE OPTIONS: VALUATION AND ANALYSIS BASED ON PARITY RELATIONS WITH SPOT AND FORWARD MARKETS

Financial Review ◽

10.1111/j.1540-6288.1985.tb00260.x ◽

1985 ◽

Vol 20 (3) ◽

pp. 82-82

Author(s):

Charles Maxwell ◽

Nicolas Gressis

Keyword(s):

Foreign Exchange ◽

Forward Markets ◽

Options Valuation ◽

Exchange Options

Download Full-text

Foreign exchange options

Journal of Futures Markets ◽

10.1002/fut.3990030204 ◽

1983 ◽

Vol 3 (2) ◽

pp. 143-166 ◽

Author(s):

Ian H. Giddy

Keyword(s):

Foreign Exchange ◽

Exchange Options

Download Full-text

Foreign Exchange Options

10.1016/c2013-0-17560-5 ◽

1998 ◽

Keyword(s):

Foreign Exchange ◽

Exchange Options

Download Full-text

LEARNING FROM THE TERM STRUCTURE OF IMPLIED VOLATILITY IN FOREIGN EXCHANGE OPTIONS

Currency Options and Exchange Rate Economics ◽

10.1142/9789812812551_0005 ◽

1998 ◽

pp. 73-93

Author(s):

José Manuel Campa ◽

P. H. Kevin Chang

Keyword(s):

Term Structure ◽

Foreign Exchange ◽

Implied Volatility ◽

Exchange Options

Download Full-text

The Term Structure of Volatility Implied by Foreign Exchange Options

Journal of Financial and Quantitative Analysis ◽

10.2307/2331190 ◽

1994 ◽

Vol 29 (1) ◽

pp. 57 ◽

Author(s):

Xinzhong Xu ◽

Stephen J. Taylor

Keyword(s):

Term Structure ◽

Foreign Exchange ◽

Exchange Options

Download Full-text

Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2019.1646763 ◽

2019 ◽

pp. 1-23

Author(s):

Yu Xing ◽

Dingcheng Wang ◽

Xiaoping Yang

Keyword(s):

Foreign Exchange ◽

Equilibrium Pricing ◽

Stochastic Jump ◽

Jump Intensity ◽

Discontinuous Model ◽

Exchange Options

Download Full-text

Foreign Exchange Options: The Leading Hedge

SSRN Electronic Journal ◽

10.2139/ssrn.2037530 ◽

1987 ◽

Author(s):

Niso Abuaf

Keyword(s):

Foreign Exchange ◽

Exchange Options

Download Full-text

Short history of foreign exchange options

Managing Currency Risk Using Foreign Exchange Options ◽

10.1016/b978-1-85573-491-3.50006-5 ◽

2000 ◽

pp. 1-5

Author(s):

ALAN HICKS

Keyword(s):

Foreign Exchange ◽

Short History ◽

Exchange Options

Download Full-text

An expository note on the valuation of foreign exchange options

Journal of International Money and Finance ◽

10.1016/0261-5606(89)90029-6 ◽

1989 ◽

Vol 8 (2) ◽

pp. 295-304

Author(s):

Hans-Jürg Büttler

Keyword(s):

Foreign Exchange ◽

Exchange Options

Download Full-text

Pricing Foreign Exchange Options with Stochastic Volatility

Encyclopedia of Statistical Sciences ◽

10.1002/0471667196.ess7140 ◽

2010 ◽

Author(s):

Rehez Ahlip

Keyword(s):

Stochastic Volatility ◽

Foreign Exchange ◽

Exchange Options

Download Full-text

A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model

Applied Numerical Mathematics ◽

10.1016/j.apnum.2018.09.013 ◽

2019 ◽

Vol 136 ◽

pp. 1-22 ◽

Author(s):

Edouard Berthe ◽

Duy-Minh Dang ◽

Luis Ortiz-Gracia

Keyword(s):

Foreign Exchange ◽

Wavelet Method ◽

Cir Model ◽

Shannon Wavelet ◽

Exchange Options

Download Full-text