An Fx options model that incorporates 25-delta strangles and 25-delta risk reversals
K. Vaidyanathan
| Year of publication: |
2012
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|---|---|
| Authors: | Vaidyanathan, K. |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 25501525. - Vol. 3.2012, 1, p. 20-35
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010147902