Implied deterministic volatility functions : an empirical test for Euribor options
Year of publication: |
2009
|
---|---|
Authors: | Kuo, I.-doun ; Wang, Kai-Li |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 29.2009, 4, p. 319-347
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Optionsgeschäft | Option trading | Geldmarkt | Money market | EU-Staaten | EU countries |
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