Predictable dynamics in implied volatility surfaces from OTC currency options
Year of publication: |
2010
|
---|---|
Authors: | Chalamandaris, Georgios ; Tsekrekos, Andrianos E. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 6, p. 1175-1188
|
Subject: | Optionspreistheorie | Option pricing theory | Devisenoption | Currency option | Prognoseverfahren | Forecasting model | Euro | Welt | World | 1999-2007 |
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