A note on the term structure of implied volatilities for the yen-US dollar currency option
Nobuya Takezawa and Noriyoshi Shiraishi
| Year of publication: |
1998
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|---|---|
| Authors: | Takezawa, Nobuya ; Shiraishi, Noriyoshi |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 5.1998, 3, p. 227-236
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| Subject: | Devisenoption | Currency option | Volatilität | Volatility | Zinsstruktur | Yield curve | US-Dollar | US dollar | Yen | Japan | 1992-1994 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Asia-Pacific financial markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001372068