An empirical investigation of the term structure of implied volatilities in currency options
by Henri Fouda, Lawrence Kryzanowski and Minh Chau To
| Year of publication: |
1995
|
|---|---|
| Authors: | Fouda, Henri ; Kryzanowski, Lawrence ; To, Minh-chau |
| Publisher: |
Montréal, (Québec) |
| Subject: | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative | Volatilität | Volatility | Japan | Schweiz | Switzerland | Deutschland | Germany |
| Extent: | III, 23 S |
|---|---|
| Series: | Cahier de recherche. - Montréal (Québec) : Centre d'études en administration internationale (CETAI), École des hautes études commerciales, ISSN 0825-5822, ZDB-ID 2929462-9. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000927019