An Empirical Investigation of Term Structure of Implied Volatilities in Currency Options.
| Year of publication: |
1995
|
|---|---|
| Authors: | Fouda, H. ; Kryzanowski, L. ; To, M.C. |
| Institutions: | HEC Montréal (École des Hautes Études Commerciales) |
| Subject: | EXCHANGE RATE | ECONOMIC MODELS |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 23 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005475157