Cross-dynamics of volatility term structures implied by foreign exchange options
Elizaveta Krylova; Jussi Nikkinen; Sami Vähämaa
| Year of publication: |
2009
|
|---|---|
| Authors: | Krylova, Elizaveta ; Nikkinen, Jussi ; Vähämaa, Sami |
| Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 61.2009, 5, p. 355-375
|
| Subject: | Devisenoption | Currency option | OTC-Handel | OTC market | Volatilität | Volatility | Wechselkurs | Exchange rate | Euro | Yen | Schweizer Franken | Swiss franc | Pfund Sterling | Pound Sterling | USA | United States | 2001-2004 |
| 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/10003882032