Noise traders' trigger rates, FX options, and smiles
by Christian Pierdzioch
| Year of publication: |
2000
|
|---|---|
| Authors: | Pierdzioch, Christian |
| Publisher: |
Kiel : Kiel Institute of World Economics |
| Subject: | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Noise Trading | Noise trading | Wechselkurs | Exchange rate | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Devisenmarkt | Foreign exchange market | Marktmikrostruktur | Market microstructure | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany | USA | United States | Japan | Großbritannien | United Kingdom | Kanada | Canada | Internationaler Kreditmarkt | GARCH-Prozess | Devisenhandel | 1990-1997 |
| Description of contents: | Table of Contents [gbv.de] ; Description [uni-kiel.de] |
freely available
| Extent: | 53 S. |
|---|---|
| Series: | Kieler Arbeitspapiere. - Kiel : Inst. für Weltwirtschaft, ISSN 0342-0787, ZDB-ID 187236-9. - Vol. 970 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 48 - 53 Internetausg.: http://www.uni-kiel.de/IfW/pub/kap/2000/kap970.pdf |
| Classification: | G13 - Contingent Pricing; Futures Pricing ; F31 - Foreign Exchange ; Währung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013261076