The term structure of volatility implied by foreign exchange options

Xu, X and Taylor, S J (1994) The term structure of volatility implied by foreign exchange options. Journal of Financial and Quantitative Analysis, 29. pp. 57-74. ISSN 0022-1090

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Item Type:
Journal Article
Journal or Publication Title:
Journal of Financial and Quantitative Analysis
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code:
43428
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Deposited On:
11 Jul 2011 17:59
Refereed?:
Yes
Published?:
Published
Last Modified:
01 Jan 2020 07:22