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Predictability in implied volatility surfaces : evidence from the euro OTC FX market
Chalamandaris, Georgios; Tsekrekos, Andrianos E. - In: The European journal of finance 20 (2014) 1/3, pp. 33-58
Persistent link: https://www.econbiz.de/10010462211
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Predictable dynamics in implied volatility surfaces from OTC currency options
Chalamandaris, Georgios; Tsekrekos, Andrianos E. - In: Journal of banking & finance 34 (2010) 6, pp. 1175-1188
Persistent link: https://www.econbiz.de/10003977944