Explanatory factors and causality in the dynamics of volatility surfaces implied from OTC Asian-Pacific currency options
Georgios Chalamandaris; Andrianos E. Tsekrekos
| Year of publication: |
2013
|
|---|---|
| Authors: | Chalamandaris, Georgios ; Tsekrekos, Andrianos E. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 41.2013, 3, p. 327-358
|
| Subject: | Volatilität | Volatility | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Kausalanalyse | Causality analysis |
| 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/10009711327