How important is the term structure in implied volatility surface modeling? : evidence from foreign exchange options
Georgios Chalamandaris; Andrianos E. Tsekrekos
| Year of publication: |
2011
|
|---|---|
| Authors: | Chalamandaris, Georgios ; Tsekrekos, Andrianos E. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 30.2011, 4, p. 623-640
|
| Subject: | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Volatilität | Volatility | Theorie | Theory | Welt | World | 1999-2007 |
| 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/10009268799