An E-ARCH model for the term structure of implied volatility of FX options
Yingzi Zhu and Marco Avellaneda
| Year of publication: |
1997
|
|---|---|
| Authors: | Zhu, Yingzi |
| Other Persons: | Avellaneda, Marco (contributor) |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 4.1997, 2, p. 81-100
|
| Subject: | Devisenoption | Currency option | Volatilität | Volatility | Schätzung | Estimation | Theorie | Theory | Welt | World |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001226702