Forward and future implied volatility
Year of publication: |
2011
|
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Authors: | Glasserman, Paul ; Wu, Qi |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 14.2011, 3, p. 407-432
|
Subject: | Devisenoption | Currency option | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Theorie | Theory | Stochastische Volatilität | Stochastic volatility |
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