Currency option pricing and realized volatility
Meher Manzur; Ariful Hoque; Geoff Poitras
| Year of publication: |
2010
|
|---|---|
| Authors: | Manzur, Meher ; Hoque, Ariful ; Poitras, Geoffrey |
| Published in: |
Banking and finance review. - [Erscheinungsort nicht ermittelbar] : lulu.com], ISSN 1947-7945, ZDB-ID 2557090-0. - Vol. 2.2010, 1, p. 73-85
|
| Subject: | Währungsspekulation | Currency speculation | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Schweizer Franken | Swiss franc | Pfund Sterling | Pound Sterling | Euro |
| 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/10008936621