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Cross-dynamics of volatility term structures implied by foreign exchange options
Krylova, Elizaveta; Nikkinen, Jussi; Vähämaa, Sami - In: Journal of economics and business 61 (2009) 5, pp. 355-375
Persistent link: https://www.econbiz.de/10008280350
Cover Image
Cross-dynamics of volatility term structures implied by foreign exchange options
Krylova, Elizaveta; Nikkinen, Jussi; Vähämaa, Sami - In: Journal of economics and business 61 (2009) 5, pp. 355-376
Persistent link: https://www.econbiz.de/10008899342