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~subject:"Wechselkurs"
~accessRights:"free"
~person:"Hassan, Kamrul"
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intraday implied volatility
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realised volatility
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Journal of open innovation : technology, market, and complexity
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An open innovation intraday implied volatility for pricing
Australian
dollar options
Le, Thi
;
Hoque, Ariful
;
Hassan, Kamrul
- In:
Journal of open innovation : technology, market, and …
7
(
2021
)
1/23
,
pp. 1-14
This study introduces the intraday implied volatility (IV) for pricing the
Australian
dollar (AUD) options. The IV is …
Persistent link: https://www.econbiz.de/10012417927
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