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Why smiles exist in foreign exchange options markets : isolating components of the risk neutral process
Tompkins, Robert G. - In: The European journal of finance 12 (2006) 6/7, pp. 583-603
Persistent link: https://www.econbiz.de/10003382854
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Implied volatility surfaces : uncovering regularities for options on financial futures
Tompkins, Robert G. - In: The European journal of finance 7 (2001) 3, pp. 198-230
Persistent link: https://www.econbiz.de/10001603501
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Why Smiles Exist in Foreign Exchange Options Markets: Isolating Components of the Risk Neutral Process
Tompkins, Robert - In: The European journal of finance 12 (2006) 6, pp. 583-604
Persistent link: https://www.econbiz.de/10007293822