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The term structure of volatility implied by foreign exchange options

Taylor, S J (1998) The term structure of volatility implied by foreign exchange options. In: Currency Derivatives: Pricing Theory, Exotic Options, Hedging Applications. John Wiley and Sons Ltd, Chichester, pp. 181-200. ISBN 0-471-25267-0

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Item Type: Contribution in Book/Report/Proceedings
Subjects: UNSPECIFIED
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 46020
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 20:54
Refereed?: No
Published?: Published
Last Modified: 26 Jul 2012 22:22
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/46020

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