How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options
| Year of publication: |
2011
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|---|---|
| Authors: | Chalamandaris, Georgios ; Tsekrekos, Andrianos E. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 8720149. - Vol. 30.2011, 4, p. 623-641
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