Comparing forecast performances among volatility estimation methods in the pricing of european type currency options of USD-TL and Euro-TL
Year of publication: |
2011-01-01
|
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Authors: | Gozgor, Giray ; Nokay, Pinar |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Option Pricing | European Type Vanilla Options | Historical Volatility | Volatility Estimation Models | Forecast Comparison |
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