Volatility patterns : theory and some evidence from the dollar-mark option market
Vincent Gesser ; Patrice Poncet
| Year of publication: |
1997
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|---|---|
| Authors: | Gesser, Vincent |
| Other Persons: | Poncet, Patrice (contributor) |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 5.1997, 2, p. 46-61
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| Subject: | Devisenoption | Currency option | Volatilität | Volatility | US-Dollar | US dollar | Deutsche Mark | Optionspreistheorie | Option pricing theory | Theorie | Theory | Schätzung | Estimation | USA | United States | 1996 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001232635