Hedging the risks from writing foreign currency options
Data up to Jan 2025
Total Citations Per Year
Abstract
References (23)
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log-normal distribution
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1983 • 156 citations
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1984 • 145 citations
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1976 • 144 citations
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1982 • 130 citations
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1982 • 84 citations
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1983 • 59 citations
Lognormal Distribution
2021 • 43 citations
Valuation of American options on foreign currency
1987 • 24 citations