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~subject:"Volatilität"
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Volatilität
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Avellaneda, Marco
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Guo, Dajiang
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Zhu, Yingzi
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Quantitative analysis in financial markets ; [Vol. 1]
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E-Arch model for implied volatility term structure of FX options
Zhu, Yingzi
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Avellaneda, Marco
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1999
Persistent link: https://www.econbiz.de/10001491262
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A test of efficiency for the currency option market using stochastic volatility forecasts
Guo, Dajiang
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1999
Persistent link: https://www.econbiz.de/10001491265
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