Is it worth tracking dollar/real implied volatility? by Sandro Canesso de Andrade, Benjamin Miranda Tabak

Subjects: “…currency options…”
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Pricing European Currency Options with High-Frequency Data by Thi Le, Ariful Hoque

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Accounting treatment of currency options by Prošić Danica

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Upside and downside correlated jump risk premia of currency options and expected returns by Jie-Cao He, Hsing-Hua Chang, Ting-Fu Chen, Shih-Kuei Lin

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Uncertain Currency Option Pricing Based on the Fractional Differential Equation in the Caputo Sense by Qinyu Liu, Ting Jin, Min Zhu, Chenlei Tian, Fuzhen Li, Depeng Jiang

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Valuation of Currency Option Based on Uncertain Fractional Differential Equation by Weiwei Wang, Dan A. Ralescu, Xiaojuan Xue

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Parametric vs. non-parametric methods for estimating option implied risk-neutral densities: the case of the exchange rate Mexican peso – US dollar by Guillermo Benavides Perales, Israel Felipe Mora Cuevas

Subjects: “…currency option implied volatility…”
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Usage of Option Contracts for Foreign Exchange Risk Management by Daniel Armeanu, Florentina-Olivia Balu

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La determinazione del fair value di opzioni su valuta impiegando funzioni a base radiale: un’applicazione al framework di pricing di Garman-Kohlhagen by Simone Fioribello, Pier Giuseppe Giribone

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