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
Full text not available from this repository.| 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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