Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data

Christian Walter and Jose Lopez

Year of publication:	1997
Authors:	Walter, Christian ; López Marín, José Alberto
Publisher:	New York, NY
Subject:	Optionspreistheorie \| Option pricing theory \| Devisenoption \| Currency option \| Volatilität \| Volatility \| Prognoseverfahren \| Forecasting model \| ARCH-Modell \| ARCH model \| US-Dollar \| US dollar \| Yen \| Deutsche Mark \| Theorie \| Theory \| Korrelation \| Correlation \| 1990-1997

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