Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
J. Liang; Y. Gao
| Year of publication: |
2012
|
|---|---|
| Authors: | Liang, Jin ; Gao, Y. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 4, p. 1278-1285
|
| Subject: | Chinese Yuan derivatives | Interest rate parity | Stochastic interest rate adjustment | Market implied volatility | Revised implied volatility | Volatilität | Volatility | China | Derivat | Derivative | Wechselkurs | Exchange rate | Zinsparität | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Renminbi | Optionsgeschäft | Option trading | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009667379