Implied volatility smirk in the Australian dollar market
| Year of publication: |
2021
|
|---|---|
| Authors: | Stuart, Connor J.A. ; Gehricke, Sebastian A. ; Zhang, Jin E. ; Ruan, Xinfeng |
| Published in: |
Accounting & Finance. - Wiley, ISSN 1467-629X, ZDB-ID 1482438-3. - Vol. 61.2021, 3 (06.01.), p. 4573-4599
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/acfi.12741 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012536649