Author of the publication

The performance of alternative valuation models in the OTC currency options market

, and . Journal of International Money and Finance, 22 (1): 33--64 (February 2003)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Regime switching in foreign exchange rates: Evidence from currency option prices, , and . Journal of Econometrics, 94 (1-2): 239--276 (00 2000)A note on the impact of options on stock return volatility. Journal of Banking & Finance, 22 (9): 1181--1191 (September 1998)Modeling the bid/ask spread: measuring the inventory-holding premium, , and . Journal of Financial Economics, 72 (1): 97--141 (April 2004)The performance of alternative valuation models in the OTC currency options market, and . Journal of International Money and Finance, 22 (1): 33--64 (February 2003)