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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
Download Full-text
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References
Currency Options — Pricing
Foreign Exchange in Practice
◽
10.1057/9781403914552_10
◽
2003
◽
pp. 181-221
Author(s):
Steve Anthony
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
Download Full-text
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
Download Full-text
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