The term structure of volatility implied by foreign exchange options
Year of publication: |
1994
|
---|---|
Authors: | Xu, Xinzhong |
Other Persons: | Taylor, Stephen (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 29.1994, 1, p. 57-74
|
Subject: | Währungsderivat | Currency derivative | CAPM | Theorie | Theory | Schätzung | Estimation | Welt | World | 1984-1989 |
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