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Information content of cross-sectional option prices: a comparison of alternative currency option pricing models of the Japanese Yen

机译：横截面期权价格的信息内容：日元的替代货币期权定价模型的比较

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Brice Dupoyet;
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1. Option Pricing As A Transport Problem, Currency Rate Quotations Onto Strings And Brane World Scenarios, Model Of The Rotating String, Option Pricing Under Heston Stochastic Volatility Model, Fat Brane Phenomena, General Fractional White Noise Theory And A [J] . K.N.P. Kumar Advances in Physics Theories and Applications . 2013,第3期

机译：作为运输问题的期权定价，弦和Brane世界场景中的货币汇率报价，旋转弦的模型，Heston随机波动率模型下的期权定价，Fat Brane现象，广义分数白噪声理论和A
2. Option Pricing As A Transport Problem, Currency Rate Quotations Onto Strings And Brane World Scenarios, Model Of The Rotating String, Option Pricing Under Heston Stochastic Volatility Model, Fat Brane Phenomena, General Fractional White Noise Theory And A [J] . K.N.P. Kumar Advances in Physics Theories and Applications . 2013,第2期

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3. Empirical Performance Study of Alternative Option Pricing Models: An Application to the French Option Market [J] . Sofiane Aboura Journal of Stock & Forex Trading . 2013,第2期

机译：期权定价模型的实证研究：在法国期权市场中的应用
4. Support Vector Regression Model of Currency Options Pricing with Stochastic Volatility Models and Forward Exchange Rate [C] . Ping Wang, YunCheng Huang, YuanSu Wang International Conference on Networked Computing and Advanced Information Management . 2009

机译：随机波动模型及前汇率支持货币选项报价的向量回归模型。
5. Essays on financial derivatives: Essay One. Predicting future volatility in currency options market. Essay Two. Calibration of Heston's model in currency options market. Essay Three. Pricing European options and calibration in equity -linked derivatives market. [D] . Murat, Atilim. 2007

机译：关于金融衍生工具的论文：论文一。预测货币期权市场的未来波动。论文二。在货币期权市场中对Heston模型的校准。论文三。股票期权衍生品市场中的欧洲期权定价和校准。
6. Option pricing of weather derivatives based on a stochastic daily rainfall model with Analogue Year component [O] . Tesfahun Berhane, Nurilign Shibabaw, Gurju Awgichew, 2020

机译：基于具有模拟年分量的随机每日降雨模型的天气衍生产品的期权定价
7. Alternative volatility models for pricing European currency options [O] . Hoque, A. 2007

机译：为欧洲货币期权定价的其他波动率模型

Information content of cross-sectional option prices: a comparison of alternative currency option pricing models of the Japanese Yen

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