Distributions inplied by American currency futures options : A ghost's smile?
Year of publication: |
2004
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Authors: | Cincibuch, Martin |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 24.2004, 2, p. 147-178
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Subject: | Währungsderivat | Currency derivative | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | USA | United States | Statistische Verteilung | Statistical distribution |
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