A proposed solution for the chicken-egg dilemma in pricing currency options
Ariful Hogue; Chandrasekhar Krishnamurti
| Year of publication: |
2013
|
|---|---|
| Authors: | Hogue, Ariful ; Krishnamurti, Chandrasekhar |
| Published in: |
Australasian accounting business and finance journal : AABF. - Wollongong, NSW : Univ., ISSN 1834-2019, ZDB-ID 2551029-0. - Vol. 7.2013, 2, p. 71-86
|
| Subject: | Currency options pricing | implied volatility | moneyness volatility | Granger causality test | Granger-Newbold | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Devisenoption | Currency option | Kausalanalyse | Causality analysis | Währungsderivat | Currency derivative |
| 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/10010246940