Modeling volatility in foreign currency option pricing
Ariful Hoque; Felix Chan; Meher Manzur
| Year of publication: |
2009
|
|---|---|
| Authors: | Hoque, Ariful ; Chan, Felix ; Manzur, Meher |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 13.2009, 3/4, p. 189-208
|
| Subject: | Devisenoption | Currency option | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| 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/10008654497