Overstatement of implied variance in the dollar/yen currency option market
Dajiang Guo
| Year of publication: |
1997
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|---|---|
| Authors: | Guo, Dajiang |
| Published in: |
Financial engineering and the Japanese markets. - Dordrecht : Kluwer Acad. Publ., ISSN 1380-2011, ZDB-ID 1328847-7. - Vol. 4.1997, 1, p. 59-73
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| Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory | Währungsderivat | Currency derivative | Yen | US-Dollar | US dollar | Volatilität | Volatility | USA | United States |
| 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/10001222631