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:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 43428
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 17:59
Refereed?: Yes
Published?: Published
Last Modified: 01 Jan 2020 07:22
URI: https://eprints.lancs.ac.uk/id/eprint/43428

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