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Implied volatility of foreign exchange options: Is it worth tracking?
Gereben, Áron; Pintér, Klára - 2005
linked to the simplifying assumptions of the Black-Scholes option pricing model. Our empirical results show that forint …
Persistent link: https://www.econbiz.de/10010322417
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Implied volatility of foreign exchange options: is it worth tracking?
Gereben, Áron; Pintér, Klára - Magyar Nemzeti Bank (MNB) - 2005
linked to the simplifying assumptions of the Black-Scholes option pricing model. Our empirical results show that forint …
Persistent link: https://www.econbiz.de/10005562374