A Panel Cointegration Analysis of the Dynamics of FX Option Implied Volatility Surface
Year of publication: |
2015
|
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Authors: | Suenaga, Hiroaki |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kointegration | Cointegration | Panel | Panel study | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 30, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2558902 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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