An empirical comparative analysis of foreign exchange smile calibration procedures
Year of publication: |
2011
|
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Authors: | Reiswich, Dimitri |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 15.2011/12, 1, p. 31-67
|
Subject: | Optionspreistheorie | Option pricing theory | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | USA | United States | Volatilität | Volatility | Theorie | Theory |
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