An empirical investigation of the premium for volatility risk in currency options for the British pound
Year of publication: |
2002
|
---|---|
Authors: | Sarwar, Ghulam |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 12.2002, 12, p. 913-922
|
Saved in:
Saved in favorites
Similar items by person
-
Empirical performance of alternative pricing models of currency options
Sarwar, Ghulam, (2000)
-
The interrelation of price volatility and trading volume of currency options
Sarwar, Ghulam, (2003)
-
Sarwar, Ghulam, (2002)
- More ...