Cross-dynamics of volatility term structures implied by foreign exchange options
| Year of publication: |
2009
|
|---|---|
| Authors: | Krylova, Elizaveta ; Nikkinen, Jussi ; Vähämaa, Sami |
| Published in: |
Journal of economics and business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757x. - Vol. 61.2009, 5, p. 355-376
|