Pricing currency options with intra-daily implied volatility
Ariful Hoque and Petko S. Kalev
| Year of publication: |
2015
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|---|---|
| Authors: | Hoque, Ariful ; Kalev, Petko S. |
| Published in: |
Australasian accounting business and finance journal : AABF. - Wollongong, NSW : Univ., ISSN 1834-2019, ZDB-ID 2551029-0. - Vol. 9.2014, 1, p. 43-56
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| Subject: | Intra-daily implied volatility | realized volatility | currency options pricing | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Devisenoption | Currency option | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Optionsgeschäft | Option trading | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010520230