Implied volatility dynamics in the foreign exchange markets
Year of publication: |
2003
|
---|---|
Authors: | Kim, Minho ; Kim, Minchoul |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 22.2003, 4, p. 511-528
|
Subject: | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | Volatilität | Volatility | Theorie | Theory |
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