Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Year of publication: |
2012
|
---|---|
Authors: | Liang, J. ; Gao, Y. |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 29.2012, 4, p. 1278-1286
|
Saved in:
Saved in favorites
Similar items by person
-
Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin, (2012)
-
Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, J., (2012)
-
Valuation of a basket loan credit default swap
Liang, Jin, (2010)
- More ...