Modeling volatility in foreign currency option pricing
Year of publication: |
2009
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Authors: | Hoque, Ariful ; Chan, Felix ; Manzur, Meher |
Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 13.2009, 3/4, p. 189-208
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Subject: | Devisenoption | Currency option | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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