FX volatility smile construction
Dimitri Reiswich; Uwe Wystup
| Year of publication: |
2009
|
|---|---|
| Authors: | Reiswich, Dimitri ; Wystup, Uwe |
| Publisher: |
Frankfurt, M : Frankfurt School of Finance & Management |
| Subject: | Devisenoption | Currency option | Wechselkurs | Exchange rate | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Extent: | 33 S graph. Darst |
|---|---|
| Series: | Working paper series / Centre for Practical Quantitative Finance. - Frankfurt, M. : Frankfurt School of Finance & Management, ZDB-ID 2373355-X. - Vol. No. 20 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Übersichtsarbeit ; Systematic review |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003901919