Pricing currency options with intra-daily implied volatility
Year of publication: |
2015
|
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Authors: | Hoque, Ariful ; Kalev, Petko S. |
Published in: |
Australasian accounting business and finance journal : AABF. - Wollongong, NSW : Univ., ISSN 1834-2019, ZDB-ID 2551029-0. - Vol. 9.2014, 1, p. 43-56
|
Subject: | Intra-daily implied volatility | realized volatility | currency options pricing | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Devisenoption | Currency option | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Optionsgeschäft | Option trading |
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