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"FX Option Performance: An Analysis of the Value Delivered by FX Options since the Start of the Market" by James, Fullwood, and Billington provides an empirical evaluation revealing that FX options often exhibit persistent market mispricings rather than adhering strictly to theoretical pricing models. The analysis demonstrates that strategies involving long puts and low-volatility straddles have historically outperformed, highlighting significant opportunities for yield enhancement and hedging optimizations. Read more at Tandfonline.com . FX Option Performance: An Analysis of the Value...
