Noise traders' trigger rates, FX options, and smiles

by Christian Pierdzioch

Year of publication:	2000
Authors:	Pierdzioch, Christian
Publisher:	Kiel : Kiel Institute of World Economics
Subject:	Devisenoption \| Currency option \| Optionspreistheorie \| Option pricing theory \| Noise Trading \| Noise trading \| Wechselkurs \| Exchange rate \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Devisenmarkt \| Foreign exchange market \| Marktmikrostruktur \| Market microstructure \| Schätzung \| Estimation \| Theorie \| Theory \| Deutschland \| Germany \| USA \| United States \| Japan \| Großbritannien \| United Kingdom \| Kanada \| Canada \| Internationaler Kreditmarkt \| GARCH-Prozess \| Devisenhandel \| 1990-1997
Description of contents:	Table of Contents [gbv.de] ; Description [uni-kiel.de]

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