World currency options market efficiency

World currency options market efficiency

Bibliographic Details
Main Author:	Ariful Hoque
Format:	Article
Language:	English
Published:	LLC "CPC "Business Perspectives" 2010-07-01
Series:	Banks and Bank Systems
Online Access:	https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/3333/BBS_en_2010_2cont._Hoque.pdf

Similar Items

Pricing Currency Options with Intra-Daily Implied Volatility
by: Ariful Hoque, et al.
Published: (2015-03-01)

A Proposed Solution for the Chicken-Egg Dilemma in Pricing Currency Options
by: Ariful Hoque, et al.
Published: (2013-06-01)

Pricing of foreign currency options in the Serbian market
by: Janković Irena
Published: (2009-01-01)

Local Volatility Calibration on the Foreign Currency Option Market
by: Falck, Markus
Published: (2014)

A study of the currency options market in Hong Kong.
Published: (1988)

Application of Currency Option Markets in Stochastic Volatility Models
by: Peng, Dao Jyun, et al.

Does currency smirk predict foreign exchange return?
by: Ariful Hoque, et al.
Published: (2020-09-01)

Exotic Option Productions - A Comparative Analysis Asian Currency Option and Vanilla Currency Option.
by: 余昭慶
Published: (1997)

Stochastic skew in interest rate cap and currency option markets.
Published: (2011)

An analysis of the implied volatility matrix for the Philadelphia currency options market
by: Xu, Xinzhong
Published: (1993)

Efficient binomial methods for option valuation and hedging : the case of American currency options and warrants
by: Chang, Chuang-Chang
Published: (1995)

An empirical study of the variance gamma option pricing model in the foreign currency options market
by: Yang, Ding Guo, et al.
Published: (1996)

The Impacts of Currency Market Liberalization and Options Trading on South Korea’s Stock Market
by: CHEN HSIU-FEN, et al.
Published: (2006)

Polish Toxic Currency Options
by: Waldemar Gontarski
Published: (2009-06-01)

Accounting treatment of currency options
by: Prošić Danica
Published: (2016-01-01)

Currency options in Asia Pacific.
Published: (1989)

Hedging foreign currency options
by: Parapoulis, Panagiotis
Published: (1992)

the pricing model of currency option
by: jang, peter, et al.

Intra-daily put call parity in the PHLX currency options market
by: El-Mekkaoui, Mazen
Published: (1997)

The Predictive Power of Implied Stochastic Volatility in PHLX Currency Options Market
by: Ming-Hsien Chen, et al.
Published: (2002)

Constant Return Portfolio Analysis:a Case of Currency and Currency Options
by: Li, Chia-Ching, et al.
Published: (1996)

Case Study of Currency Options on GBP/NZD Currency Linked Deposit
by: Ching-Hua Hsu, et al.
Published: (2016)

Arbitrage Bounds on Currency Basket Options
by: Yi Hong
Published: (2020-09-01)

Cross-currency hedging with multiple options
by: Buck, Alexander Wolfram
Published: (2017)

Foreign currency options : an empirical analysis
by: Phung, Thomas Khong Fock
Published: (1998)

Valuation of European Options on Foreign Currency
by: Chu, Hsin Cheng, et al.
Published: (1997)

The Simulation of Pricing NTD Currency Option
by: Pu-Li, Chan, et al.
Published: (2000)

currency option volatility and pricing application
by: CHIEN-WU,LIU, et al.
Published: (2003)

On the Pricing and Hedging of Currency Instalment Option
by: Chien-Jung Lee, et al.
Published: (2004)

The Value of Early Exercise in Currency Option
by: Hui-chin Chen, et al.
Published: (1995)

Pricing interest rate options in a cross-currency LIBOR market model
by: 連云暄
Published: (2011)

On the World and Regional Currencies
by: Rohach Fedir I.
Published: (2016-05-01)

Can OTC Currency Option Volatility Smile Predict Currency Future Returns?
by: Meng-Te Chan, et al.
Published: (2013)

Volatility Factor Analysis of Foreign Currency and World Stock Markets
by: Chen Yung-Hung, et al.
Published: (2006)

Exchange market efficiency, currency substitution and exchange rate determination : issues, implications and evidence for the Asian currency market
by: Eng, Yong Heng
Published: (1987)

Currency Market Efficiency Revisited: Evidence from Korea
by: Min-woo Kang
Published: (2019-09-01)

The Relationship Between Volatility Forecasting And Straddle Trading--Currency Futures and Currency Futures on Options
by: Lien, Chen Wei, et al.

Dynamic Currency Futures and Options Hedging Model
by: Xing Yu, et al.
Published: (2019-01-01)

The behavior of foreign-currency prices and option values /
by: Lieu, Der-Ming
Published: (1988)

The behavior of foreign-currency prices and option values
by: Lieu, Der-Ming
Published: (1988)