On the implied volatility layers under the future risk-free rate uncertainty
Year of publication: |
2014
|
---|---|
Authors: | Hin, Lin-yee ; Dokučaev, Nikolaj G. |
Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 3.2014, 4, p. 392-408
|
Subject: | Volatilität | Volatility | Risiko | Risk | Theorie | Theory | Derivat | Derivative |
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