Stochastic skew in currency options
| Year of publication: |
2007
|
|---|---|
| Authors: | Carr, Peter ; Wu, Liuren |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 86.2007, 1, p. 213-247
|
| Publisher: |
Elsevier |