Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options
| Year of publication: |
2013
|
|---|---|
| Authors: | Chalamandaris, Georgios ; Tsekrekos, Andrianos E. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 41.2013, 3, p. 327-358
|